+391.0%
JCI vs USFR
+28.6%
+362.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | -8.6% | +0.4% | -9.0% | -8.7% |
| 3M | -7.7% | +1.1% | -8.8% | -7.9% |
| 6M | -2.6% | +2.0% | -4.6% | -2.9% |
| YTD | +17.4% | +3.5% | +13.9% | +16.7% |
| 1Y | +16.9% | +4.1% | +12.8% | +16.1% |
| 3Y | +186.7% | +14.4% | +172.4% | +180.1% |
| 5Y | +95.4% | +21.4% | +73.9% | +88.5% |
| 10Y | +292.7% | +28.6% | +264.2% | +273.6% |
| All | +391.0% | +28.6% | +362.4% | +359.1% |
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