-4.1%
XLC vs JCI
+17.8%
-21.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -1.0% |
| 7D | +3.1% | +8.4% | -5.3% | +3.1% |
| 30D | -4.2% | -8.9% | +4.7% | -4.3% |
| 3M | -2.1% | -6.4% | +4.3% | -2.1% |
| 6M | -6.6% | +1.6% | -8.2% | -6.9% |
| YTD | -7.8% | +20.1% | -27.9% | -9.5% |
| 1Y | -4.1% | +17.2% | -21.3% | -4.9% |
| All | -4.1% | +17.8% | -21.9% | -4.9% |
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