+341.0%
JCI vs STZ
-13.0%
+354.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +4.1% | -6.0% | +10.1% | +6.1% |
| 30D | -3.8% | -8.9% | +5.0% | -1.2% |
| 3M | -1.6% | -12.6% | +10.9% | +2.0% |
| 6M | +9.5% | -17.2% | +26.7% | +15.2% |
| YTD | +21.7% | -10.0% | +31.8% | +23.6% |
| 1Y | +37.1% | -14.3% | +51.4% | +41.1% |
| 3Y | +165.2% | -49.9% | +215.1% | +225.8% |
| 5Y | +110.3% | -38.2% | +148.5% | +134.5% |
| 10Y | +341.0% | -12.0% | +353.0% | +323.0% |
| All | +341.0% | -13.0% | +354.0% | +323.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling