+561.3%
XLP vs JCI
+269.2%
+292.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +0.1% |
| 7D | +3.5% | -16.9% | +20.4% | +5.8% |
| 30D | +11.6% | -17.2% | +28.7% | +13.9% |
| 3M | +7.6% | -14.2% | +21.8% | +9.3% |
| 6M | +10.0% | -8.7% | +18.7% | +10.5% |
| YTD | +19.7% | +10.7% | +9.0% | +17.1% |
| 1Y | +23.5% | +9.7% | +13.7% | +20.8% |
| 3Y | +44.0% | +166.9% | -123.0% | +23.9% |
| 5Y | +42.7% | +93.1% | -50.5% | +27.1% |
| 10Y | +131.3% | +300.3% | -169.0% | +85.1% |
| All | +561.3% | +269.2% | +292.1% | +339.3% |
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 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