+630.6%
CLF vs JCI
+2,171.6%
-1,541.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.6% |
| 7D | -19.6% | -9.4% | -10.2% | -16.0% |
| 30D | -5.0% | -13.4% | +8.4% | +1.2% |
| 3M | -6.3% | -12.4% | +6.1% | -0.8% |
| 6M | +2.8% | -5.1% | +7.9% | +5.5% |
| YTD | -13.7% | +13.7% | -27.4% | -17.9% |
| 1Y | +13.6% | +11.4% | +2.2% | +9.0% |
| 3Y | -34.0% | +175.9% | -209.9% | -55.9% |
| 5Y | -48.7% | +98.4% | -147.1% | -60.9% |
| 10Y | +113.4% | +311.2% | -197.7% | +29.1% |
| All | +630.6% | +2,171.6% | -1,541.0% | +192.5% |
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