+115.0%
JCI vs STZ
-36.5%
+151.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +2.1% |
| 7D | +5.1% | -7.4% | +12.5% | +6.7% |
| 30D | -3.8% | -10.9% | +7.1% | -1.6% |
| 3M | +1.9% | -13.4% | +15.3% | +4.6% |
| 6M | +11.2% | -16.2% | +27.4% | +14.7% |
| YTD | +22.9% | -10.4% | +33.4% | +24.0% |
| 1Y | +37.4% | -14.8% | +52.2% | +40.1% |
| 3Y | +167.8% | -50.1% | +218.0% | +219.2% |
| 5Y | +115.0% | -38.8% | +153.8% | +119.6% |
| All | +115.0% | -36.5% | +151.6% | +119.6% |
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