+18.4%
U vs JCI
+27.0%
-8.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.3% | +11.1% | +6.3% |
| 7D | +7.5% | -10.7% | +18.2% | +10.4% |
| 30D | -7.0% | -10.4% | +3.4% | -4.7% |
| 3M | +20.6% | -8.3% | +28.8% | +22.6% |
| 6M | +53.2% | -2.1% | +55.3% | +54.1% |
| YTD | -3.9% | +18.4% | -22.2% | -19.0% |
| 1Y | +18.4% | +27.7% | -9.3% | -11.9% |
| All | +18.4% | +27.0% | -8.7% | -11.9% |
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