+3,177.3%
JCI vs STZ
+10,917.0%
-7,739.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.4% | +2.7% |
| 7D | +2.9% | -0.9% | +3.8% | +3.1% |
| 30D | -6.9% | +14.9% | -21.9% | -10.0% |
| 3M | -6.3% | +8.4% | -14.7% | -8.5% |
| 6M | +2.6% | +2.8% | -0.2% | +0.9% |
| YTD | +21.8% | +7.5% | +14.3% | +18.1% |
| 1Y | +19.6% | +12.5% | +7.1% | +14.7% |
| 3Y | +194.9% | -35.4% | +230.4% | +214.8% |
| 5Y | +108.1% | -29.3% | +137.4% | +117.2% |
| 10Y | +307.6% | +11.8% | +295.8% | +280.6% |
| All | +3,177.3% | +10,917.0% | -7,739.7% | +1,474.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling