+409.3%
JCI vs USFR
+27.5%
+381.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | +0.1% | +3.8% | +3.8% |
| 30D | -5.7% | +0.3% | -6.0% | -5.7% |
| 3M | -1.4% | +1.0% | -2.4% | -1.5% |
| 6M | +4.1% | +1.9% | +2.2% | +3.8% |
| YTD | +21.7% | +2.6% | +19.1% | +21.2% |
| 1Y | +36.1% | +4.0% | +32.1% | +35.2% |
| 3Y | +154.4% | +14.1% | +140.3% | +148.6% |
| 5Y | +112.0% | +20.4% | +91.6% | +104.8% |
| 10Y | +322.2% | +28.0% | +294.2% | +301.7% |
| All | +409.3% | +27.5% | +381.8% | +376.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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