+93.8%
JCI vs STZ
-29.4%
+123.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.0% |
| 7D | -9.4% | +4.9% | -14.3% | -10.1% |
| 30D | -13.4% | +20.9% | -34.3% | -16.5% |
| 3M | -12.4% | +8.0% | -20.4% | -13.8% |
| 6M | -5.1% | -5.3% | +0.2% | -4.1% |
| YTD | +13.7% | +5.9% | +7.8% | +11.0% |
| 1Y | +11.4% | +14.2% | -2.8% | +6.4% |
| 3Y | +175.9% | -37.0% | +212.9% | +207.1% |
| All | +93.8% | -29.4% | +123.1% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling