+418.4%
JCI vs Z
+25.1%
+393.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.2% |
| 7D | +3.8% | -3.0% | +6.8% | +4.3% |
| 30D | -5.7% | -4.2% | -1.5% | -5.3% |
| 3M | -1.4% | -3.7% | +2.3% | -1.5% |
| 6M | +4.1% | -24.5% | +28.6% | +7.8% |
| YTD | +21.7% | -49.3% | +71.0% | +33.3% |
| 1Y | +36.1% | -58.7% | +94.8% | +53.5% |
| 3Y | +154.4% | -34.1% | +188.6% | +159.2% |
| 5Y | +112.0% | -64.5% | +176.6% | +124.1% |
| 10Y | +322.2% | -0.5% | +322.7% | +240.8% |
| All | +418.4% | +25.1% | +393.3% | +311.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling