+20.5%
XYZ vs JCI
+12.9%
+7.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.8% |
| 7D | +12.1% | -9.4% | +21.5% | +11.6% |
| 30D | +12.4% | -13.4% | +25.8% | +12.1% |
| 3M | +8.2% | -12.4% | +20.6% | +8.0% |
| 6M | +20.7% | -5.1% | +25.8% | +20.0% |
| YTD | +31.3% | +13.7% | +17.6% | +28.7% |
| 1Y | +20.5% | +11.4% | +9.1% | +23.7% |
| All | +20.5% | +12.9% | +7.6% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling