+80.1%
CLF vs JCI
+303.0%
-223.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.8% | +2.2% | +2.9% |
| 7D | -14.1% | -3.4% | -10.7% | -11.0% |
| 30D | -5.5% | -10.1% | +4.6% | +3.9% |
| 3M | 0.0% | -6.8% | +6.8% | +6.2% |
| 6M | +11.3% | +2.0% | +9.3% | +8.9% |
| YTD | -7.7% | +19.2% | -26.9% | -22.0% |
| 1Y | +17.5% | +16.7% | +0.8% | +1.2% |
| 3Y | -25.4% | +194.3% | -219.7% | -73.2% |
| 5Y | -46.0% | +103.0% | -149.0% | -73.1% |
| 10Y | +80.1% | +301.7% | -221.7% | -56.0% |
| All | +80.1% | +303.0% | -223.0% | -56.0% |
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