+142.5%
XLC vs JCI
+404.8%
-262.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.9% |
| 7D | -0.8% | +3.8% | -4.7% | -2.3% |
| 30D | +1.0% | -5.7% | +6.7% | +3.1% |
| 3M | -0.7% | -1.4% | +0.7% | -0.9% |
| 6M | -5.1% | +4.1% | -9.3% | -7.9% |
| YTD | -4.3% | +21.7% | -26.0% | -13.2% |
| 1Y | -0.6% | +36.1% | -36.7% | -14.2% |
| 3Y | +72.7% | +154.4% | -81.7% | +11.0% |
| 5Y | +38.0% | +112.0% | -74.0% | -6.4% |
| All | +142.5% | +404.8% | -262.4% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling