+36.2%
JCI vs XPO
+39.1%
-2.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +0.7% | -5.7% | +6.4% | +2.2% |
| 30D | -4.4% | -12.8% | +8.4% | -1.2% |
| 3M | +1.7% | -20.0% | +21.6% | +7.2% |
| 6M | +8.8% | -6.0% | +14.8% | +10.1% |
| YTD | +22.6% | +34.0% | -11.4% | +19.9% |
| 1Y | +36.2% | +35.6% | +0.7% | +33.0% |
| All | +36.2% | +39.1% | -2.8% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling