+2,960.2%
JCI vs STZ
+10,752.7%
-7,792.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.1% |
| 7D | -9.4% | +4.9% | -14.3% | -10.4% |
| 30D | -13.4% | +20.9% | -34.3% | -17.2% |
| 3M | -12.4% | +8.0% | -20.4% | -14.4% |
| 6M | -5.1% | -5.3% | +0.2% | -5.1% |
| YTD | +13.7% | +5.9% | +7.8% | +10.6% |
| 1Y | +11.4% | +14.2% | -2.8% | +6.4% |
| 3Y | +175.9% | -37.0% | +212.9% | +195.9% |
| 5Y | +98.4% | -29.7% | +128.1% | +107.2% |
| 10Y | +311.2% | +5.2% | +306.0% | +288.2% |
| All | +2,960.2% | +10,752.7% | -7,792.5% | +1,374.2% |
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