+3,175.6%
JCI vs STZ
+9,621.1%
-6,445.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +3.8% | -1.9% | +5.8% | +4.3% |
| 30D | -5.7% | -1.9% | -3.8% | -5.4% |
| 3M | -1.4% | -6.2% | +4.8% | -0.4% |
| 6M | +4.1% | -14.0% | +18.1% | +6.9% |
| YTD | +21.7% | -5.1% | +26.9% | +22.0% |
| 1Y | +36.1% | -9.6% | +45.7% | +37.5% |
| 3Y | +154.4% | -47.2% | +201.7% | +185.4% |
| 5Y | +112.0% | -33.6% | +145.6% | +125.5% |
| 10Y | +322.2% | -9.8% | +332.0% | +314.0% |
| All | +3,175.6% | +9,621.1% | -6,445.5% | +1,525.7% |
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 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