-6.6%
XLC vs JCI
+1.7%
-8.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -1.0% |
| 7D | +3.1% | +8.4% | -5.3% | +3.7% |
| 30D | -4.2% | -8.9% | +4.7% | -5.0% |
| 3M | -2.1% | -6.4% | +4.3% | -2.5% |
| 6M | -6.6% | +1.6% | -8.2% | -6.4% |
| All | -6.6% | +1.7% | -8.3% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling