+1,591.2%
JCI vs SCCO
+35,790.2%
-34,199.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +4.1% | +2.4% | +1.6% | +3.3% |
| 30D | -3.8% | +6.4% | -10.2% | -5.8% |
| 3M | -1.6% | +21.6% | -23.2% | -7.4% |
| 6M | +9.5% | +13.4% | -3.9% | +4.3% |
| YTD | +21.7% | +52.6% | -30.9% | +5.7% |
| 1Y | +37.1% | +122.4% | -85.2% | +6.9% |
| 3Y | +165.2% | +208.5% | -43.3% | +84.0% |
| 5Y | +110.3% | +353.9% | -243.6% | +28.2% |
| 10Y | +341.0% | +1,187.3% | -846.3% | +96.5% |
| All | +1,591.2% | +35,790.2% | -34,199.0% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling