+5,396.4%
CL vs JCI
+2,332.8%
+3,063.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.4% |
| 7D | -0.8% | +2.9% | -3.7% | -1.2% |
| 30D | +9.5% | -6.9% | +16.5% | +10.2% |
| 3M | +6.8% | -6.3% | +13.1% | +7.2% |
| 6M | +14.3% | +2.6% | +11.7% | +13.1% |
| YTD | +27.0% | +21.8% | +5.2% | +22.6% |
| 1Y | +26.3% | +19.6% | +6.7% | +22.1% |
| 3Y | +39.3% | +194.9% | -155.7% | +17.9% |
| 5Y | +41.5% | +108.1% | -66.6% | +24.4% |
| 10Y | +84.1% | +307.6% | -223.5% | +45.2% |
| All | +5,396.4% | +2,332.8% | +3,063.6% | +2,312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling