+43.2%
XLP vs JCI
+191.7%
-148.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +2.3% | -5.9% | +8.2% | +2.4% |
| 30D | +9.1% | -10.4% | +19.5% | +9.3% |
| 3M | +7.9% | -6.1% | +14.0% | +7.8% |
| 6M | +9.6% | +1.7% | +7.9% | +8.9% |
| YTD | +19.4% | +18.9% | +0.6% | +17.3% |
| 1Y | +22.4% | +16.1% | +6.2% | +20.4% |
| 3Y | +43.2% | +187.8% | -144.6% | +30.0% |
| All | +43.2% | +191.7% | -148.5% | +30.0% |
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