+123.4%
JCI vs S
-51.7%
+175.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +3.2% | +2.0% | +1.2% | +3.0% |
| 30D | -8.6% | -2.7% | -5.9% | -8.4% |
| 3M | -7.7% | -6.9% | -0.9% | -7.5% |
| 6M | -2.6% | +38.1% | -40.6% | -6.9% |
| YTD | +17.4% | +48.0% | -30.6% | +10.5% |
| 1Y | +16.9% | +34.5% | -17.5% | +11.2% |
| 3Y | +186.7% | +38.3% | +148.4% | +167.8% |
| 5Y | +95.4% | -70.9% | +166.3% | +98.7% |
| All | +123.4% | -51.7% | +175.2% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling