+116.3%
CLF vs JCI
+328.4%
-212.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.5% |
| 7D | +6.5% | +5.1% | +1.4% | +2.0% |
| 30D | +0.2% | -3.8% | +4.1% | +3.5% |
| 3M | -3.1% | +1.9% | -5.0% | -4.9% |
| 6M | +25.0% | +11.2% | +13.8% | +12.8% |
| YTD | -7.5% | +22.9% | -30.4% | -24.0% |
| 1Y | +11.5% | +37.4% | -25.9% | -17.5% |
| 3Y | -13.7% | +167.8% | -181.5% | -66.1% |
| 5Y | -47.0% | +115.0% | -162.0% | -75.1% |
| 10Y | +116.3% | +325.3% | -209.0% | -47.6% |
| All | +116.3% | +328.4% | -212.1% | -47.6% |
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