+20.2%
CLF vs JCI
+27.0%
-6.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -6.3% | -2.9% | -5.2% |
| 7D | -7.9% | -10.7% | +2.8% | -1.1% |
| 30D | +5.2% | -10.4% | +15.7% | +12.7% |
| 3M | +4.3% | -8.3% | +12.6% | +10.1% |
| 6M | +25.3% | -2.1% | +27.4% | +27.0% |
| YTD | -3.3% | +18.4% | -21.7% | -7.7% |
| 1Y | +20.2% | +27.7% | -7.4% | +14.7% |
| All | +20.2% | +27.0% | -6.8% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling