-63.7%
XYZ vs JCI
+96.3%
-160.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +4.5% |
| 7D | -1.1% | +3.2% | -4.2% | -3.5% |
| 30D | +11.5% | -8.6% | +20.1% | +16.9% |
| 3M | +1.8% | -7.7% | +9.5% | +5.0% |
| 6M | +21.2% | -2.6% | +23.8% | +16.2% |
| YTD | +29.9% | +17.4% | +12.6% | +1.5% |
| 1Y | +35.8% | +16.9% | +18.8% | +6.2% |
| 3Y | +62.6% | +186.7% | -124.2% | -54.3% |
| All | -63.7% | +96.3% | -160.0% | -85.7% |
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 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