+114.4%
JCI vs SU
+348.9%
-234.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.3% |
| 7D | +0.7% | +2.2% | -1.5% | +0.2% |
| 30D | -4.4% | +8.4% | -12.9% | -6.3% |
| 3M | +1.7% | +12.1% | -10.4% | -1.4% |
| 6M | +8.8% | +19.7% | -10.9% | +3.1% |
| YTD | +22.6% | +58.4% | -35.8% | +7.8% |
| 1Y | +36.2% | +67.2% | -31.0% | +17.8% |
| 3Y | +168.0% | +125.0% | +43.0% | +111.9% |
| All | +114.4% | +348.9% | -234.5% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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