+76.3%
CL vs JCI
+303.0%
-226.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.8% | -3.4% | +0.9% |
| 7D | +0.5% | -3.4% | +3.9% | +0.8% |
| 30D | +11.6% | -10.1% | +21.7% | +12.8% |
| 3M | +5.6% | -6.8% | +12.4% | +6.1% |
| 6M | +13.2% | +2.0% | +11.2% | +11.8% |
| YTD | +26.9% | +19.2% | +7.7% | +22.1% |
| 1Y | +27.3% | +16.7% | +10.6% | +22.8% |
| 3Y | +39.7% | +194.3% | -154.6% | +10.9% |
| 5Y | +41.3% | +103.0% | -61.7% | +19.8% |
| 10Y | +76.3% | +301.7% | -225.5% | +17.3% |
| All | +76.3% | +303.0% | -226.8% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling