-51.4%
CLF vs JCI
+95.9%
-147.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | -0.4% |
| 7D | -19.6% | -9.4% | -10.2% | -13.0% |
| 30D | -5.0% | -13.4% | +8.4% | +6.2% |
| 3M | -6.3% | -12.4% | +6.1% | +3.5% |
| 6M | +2.8% | -5.1% | +7.9% | +6.9% |
| YTD | -13.7% | +13.7% | -27.4% | -22.3% |
| 1Y | +13.6% | +11.4% | +2.2% | +4.0% |
| 3Y | -34.0% | +175.9% | -209.9% | -70.5% |
| All | -51.4% | +95.9% | -147.3% | -74.4% |
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