+44.0%
XLP vs JCI
+96.3%
-52.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.6% |
| 7D | +2.5% | +3.2% | -0.7% | +2.2% |
| 30D | +7.3% | -8.6% | +15.9% | +8.0% |
| 3M | +8.1% | -7.7% | +15.8% | +8.6% |
| 6M | +10.5% | -2.6% | +13.1% | +9.9% |
| YTD | +21.2% | +17.4% | +3.8% | +16.9% |
| 1Y | +22.7% | +16.9% | +5.8% | +18.4% |
| 3Y | +44.8% | +186.7% | -141.9% | +15.4% |
| All | +44.0% | +96.3% | -52.2% | +22.3% |
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