-42.9%
TER vs JCI
-2.2%
-40.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | -2.0% |
| 7D | -20.5% | -9.4% | -11.1% | -5.5% |
| 30D | -47.0% | -13.4% | -33.6% | -31.8% |
| 3M | -43.3% | -12.4% | -30.9% | -27.7% |
| 6M | -42.9% | -5.1% | -37.8% | -35.2% |
| All | -42.9% | -2.2% | -40.7% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 6mo: compounded portfolio wealth divided by compounded JCI 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…
6mo analysis · Full analysis span regression · 6 months rolling