+37.4%
JCI vs S
+4.5%
+32.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +0.9% |
| 7D | +5.1% | -5.8% | +10.9% | +5.0% |
| 30D | -3.8% | -9.2% | +5.4% | -4.0% |
| 3M | +1.9% | +23.4% | -21.5% | +2.9% |
| 6M | +11.2% | +36.9% | -25.7% | +12.4% |
| YTD | +22.9% | +29.5% | -6.6% | +24.3% |
| 1Y | +37.4% | +5.4% | +32.0% | +42.6% |
| All | +37.4% | +4.5% | +32.9% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling