-5.1%
JCI vs USAR
-70.2%
+65.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.8% | -8.1% | +0.8% |
| 7D | -9.4% | -14.5% | +5.1% | -7.2% |
| 30D | -13.4% | -37.8% | +24.4% | -7.8% |
| 3M | -12.4% | -52.8% | +40.4% | -3.9% |
| 6M | -5.1% | -71.2% | +66.1% | +9.5% |
| All | -5.1% | -70.2% | +65.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 6mo: compounded portfolio wealth divided by compounded USAR 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…
6mo analysis · Full analysis span regression · 6 months rolling