+43.4%
CL vs JCI
+96.3%
-52.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +1.9% |
| 7D | +3.2% | +3.2% | 0.0% | +3.1% |
| 30D | +8.0% | -8.6% | +16.6% | +8.2% |
| 3M | +7.9% | -7.7% | +15.6% | +8.0% |
| 6M | +14.7% | -2.6% | +17.3% | +14.3% |
| YTD | +29.2% | +17.4% | +11.8% | +26.8% |
| 1Y | +29.5% | +16.9% | +12.6% | +27.2% |
| 3Y | +40.7% | +186.7% | -146.1% | +21.6% |
| All | +43.4% | +96.3% | -52.9% | +30.8% |
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