+20.7%
XYZ vs JCI
-2.2%
+22.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +2.2% |
| 7D | +12.1% | -9.4% | +21.5% | +10.0% |
| 30D | +12.4% | -13.4% | +25.8% | +10.1% |
| 3M | +8.2% | -12.4% | +20.6% | +6.2% |
| 6M | +20.7% | -5.1% | +25.8% | +20.5% |
| All | +20.7% | -2.2% | +22.9% | +20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling