+41.6%
XLC vs JCI
+103.9%
-62.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | +6.2% | -5.9% | +12.1% | +7.9% |
| 30D | -2.4% | -10.4% | +8.0% | +0.5% |
| 3M | -3.3% | -6.1% | +2.8% | -2.3% |
| 6M | -7.3% | +1.7% | -9.0% | -9.5% |
| YTD | -7.6% | +18.9% | -26.5% | -15.7% |
| 1Y | -3.7% | +16.1% | -19.8% | -11.3% |
| 3Y | +62.9% | +187.8% | -124.9% | -0.8% |
| 5Y | +41.6% | +103.2% | -61.6% | -2.4% |
| All | +41.6% | +103.9% | -62.2% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling