+136.0%
XLC vs JCI
+386.7%
-250.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +1.8% |
| 7D | +3.7% | +3.2% | +0.5% | +2.5% |
| 30D | -1.9% | -8.6% | +6.7% | +0.6% |
| 3M | -3.1% | -7.7% | +4.6% | -1.3% |
| 6M | -6.4% | -2.6% | -3.8% | -7.4% |
| YTD | -6.8% | +17.4% | -24.2% | -15.2% |
| 1Y | -1.7% | +16.9% | -18.6% | -10.5% |
| 3Y | +64.7% | +186.7% | -122.1% | -0.8% |
| 5Y | +41.1% | +95.4% | -54.3% | -1.9% |
| All | +136.0% | +386.7% | -250.6% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling