+36.1%
JCI vs STZ
-10.2%
+46.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +3.8% | -1.9% | +5.8% | +3.8% |
| 30D | -5.7% | -1.9% | -3.8% | -5.6% |
| 3M | -1.4% | -6.2% | +4.8% | -1.4% |
| 6M | +4.1% | -14.0% | +18.1% | +4.7% |
| YTD | +21.7% | -5.1% | +26.9% | +22.7% |
| 1Y | +36.1% | -9.6% | +45.7% | +35.7% |
| All | +36.1% | -10.2% | +46.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling