+110.3%
JCI vs XPO
+262.4%
-152.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.1% |
| 7D | +4.1% | -0.9% | +5.0% | +4.3% |
| 30D | -3.8% | -8.1% | +4.3% | -1.7% |
| 3M | -1.6% | -19.0% | +17.4% | +3.9% |
| 6M | +9.5% | -5.2% | +14.7% | +10.5% |
| YTD | +21.7% | +35.6% | -13.8% | +11.0% |
| 1Y | +37.1% | +41.1% | -4.0% | +22.6% |
| 3Y | +165.2% | +157.9% | +7.3% | +91.5% |
| 5Y | +110.3% | +265.6% | -155.3% | +28.5% |
| All | +110.3% | +262.4% | -152.1% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling