+166.0%
JCI vs SPXU
-79.8%
+245.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.4% |
| 7D | +4.1% | +1.3% | +2.8% | +4.6% |
| 30D | -3.8% | +5.1% | -9.0% | -1.9% |
| 3M | -1.6% | -9.1% | +7.5% | -4.2% |
| 6M | +9.5% | -29.6% | +39.1% | -2.1% |
| YTD | +21.7% | -27.7% | +49.4% | +10.3% |
| 1Y | +37.1% | -37.0% | +74.1% | +18.9% |
| All | +166.0% | -79.8% | +245.8% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling