+175.9%
JCI vs Z
-21.1%
+196.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.2% | +2.9% |
| 7D | -9.4% | -4.6% | -4.8% | -9.1% |
| 30D | -13.4% | +8.3% | -21.7% | -14.5% |
| 3M | -12.4% | -11.6% | -0.8% | -11.8% |
| 6M | -5.1% | -33.6% | +28.5% | -0.7% |
| YTD | +13.7% | -56.7% | +70.4% | +26.4% |
| 1Y | +11.4% | -59.1% | +70.5% | +24.9% |
| 3Y | +175.9% | -20.4% | +196.3% | +170.7% |
| All | +175.9% | -21.1% | +196.9% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling