+340.5%
JCI vs SCCO
+1,104.1%
-763.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.3% |
| 7D | +0.7% | -2.7% | +3.4% | +1.5% |
| 30D | -4.4% | -0.7% | -3.7% | -4.7% |
| 3M | +1.7% | +8.1% | -6.4% | -1.9% |
| 6M | +8.8% | +4.1% | +4.7% | +5.3% |
| YTD | +22.6% | +41.1% | -18.5% | +5.5% |
| 1Y | +36.2% | +95.6% | -59.3% | +4.1% |
| 3Y | +168.0% | +179.3% | -11.2% | +72.7% |
| 5Y | +113.5% | +308.3% | -194.8% | +15.0% |
| All | +340.5% | +1,104.1% | -763.6% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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