+2,307.4%
JCI vs SU
+61,771.6%
-59,464.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.0% |
| 7D | +4.1% | +1.6% | +2.5% | +4.1% |
| 30D | -3.8% | +10.7% | -14.6% | -3.8% |
| 3M | -1.6% | +13.5% | -15.1% | -1.7% |
| 6M | +9.5% | +21.8% | -12.3% | +9.5% |
| YTD | +21.7% | +58.8% | -37.1% | +21.7% |
| 1Y | +37.1% | +72.0% | -34.9% | +37.0% |
| 3Y | +165.2% | +121.7% | +43.5% | +164.9% |
| 5Y | +110.3% | +350.4% | -240.1% | +109.9% |
| 10Y | +341.0% | +264.7% | +76.3% | +340.1% |
| All | +2,307.4% | +61,771.6% | -59,464.2% | +2,269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling