+3.7%
U vs JCI
+37.7%
-34.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.5% |
| 7D | -3.8% | +3.8% | -7.6% | -4.8% |
| 30D | +17.5% | -5.7% | +23.1% | +19.1% |
| 3M | +38.7% | -1.4% | +40.1% | +38.7% |
| 6M | +104.4% | +4.1% | +100.3% | +99.8% |
| YTD | -5.7% | +21.7% | -27.4% | -21.4% |
| 1Y | +3.7% | +36.1% | -32.5% | -22.9% |
| All | +3.7% | +37.7% | -34.0% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling