+62.9%
XLC vs JCI
+191.7%
-128.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +6.2% | -5.9% | +12.1% | +7.3% |
| 30D | -2.4% | -10.4% | +8.0% | -0.6% |
| 3M | -3.3% | -6.1% | +2.8% | -2.6% |
| 6M | -7.3% | +1.7% | -9.0% | -8.9% |
| YTD | -7.6% | +18.9% | -26.5% | -13.6% |
| 1Y | -3.7% | +16.1% | -19.8% | -9.3% |
| 3Y | +62.9% | +187.8% | -124.9% | +17.6% |
| All | +62.9% | +191.7% | -128.8% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling