+126.9%
JCI vs S
-48.9%
+175.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.0% | -3.3% | +3.9% |
| 7D | -3.4% | +1.6% | -5.0% | -3.6% |
| 30D | -10.1% | -10.5% | +0.3% | -9.2% |
| 3M | -6.8% | +9.9% | -16.7% | -8.2% |
| 6M | +2.0% | +41.8% | -39.8% | -2.8% |
| YTD | +19.2% | +56.8% | -37.6% | +11.5% |
| 1Y | +16.7% | +39.0% | -22.3% | +10.7% |
| 3Y | +194.3% | +53.8% | +140.5% | +171.8% |
| 5Y | +103.0% | -68.6% | +171.6% | +105.1% |
| All | +126.9% | -48.9% | +175.8% | +131.9% |
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