+116.5%
JCI vs S
-52.7%
+169.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.5% |
| 7D | -9.4% | -13.4% | +4.0% | -8.0% |
| 30D | -13.4% | -14.0% | +0.6% | -12.1% |
| 3M | -12.4% | +4.9% | -17.3% | -13.3% |
| 6M | -5.1% | +42.0% | -47.1% | -9.7% |
| YTD | +13.7% | +45.1% | -31.4% | +7.3% |
| 1Y | +11.4% | +33.1% | -21.7% | +6.0% |
| 3Y | +175.9% | +40.6% | +135.3% | +157.3% |
| 5Y | +98.4% | -67.5% | +165.9% | +101.2% |
| All | +116.5% | -52.7% | +169.2% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling