+115.0%
JCI vs Z
-67.0%
+182.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +2.0% |
| 7D | +5.1% | -3.3% | +8.4% | +5.6% |
| 30D | -3.8% | -3.7% | -0.1% | -3.6% |
| 3M | +1.9% | -7.0% | +8.9% | +2.3% |
| 6M | +11.2% | -29.5% | +40.7% | +16.9% |
| YTD | +22.9% | -52.6% | +75.5% | +38.1% |
| 1Y | +37.4% | -64.0% | +101.4% | +62.2% |
| 3Y | +167.8% | -36.4% | +204.3% | +173.7% |
| 5Y | +115.0% | -65.8% | +180.8% | +111.6% |
| All | +115.0% | -67.0% | +182.0% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling