+696.9%
CLF vs JCI
+2,331.5%
-1,634.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.0% |
| 7D | +7.6% | +3.8% | +3.7% | +5.9% |
| 30D | -1.2% | -5.7% | +4.5% | +1.1% |
| 3M | -13.4% | -1.4% | -12.0% | -12.8% |
| 6M | +15.4% | +4.1% | +11.3% | +13.6% |
| YTD | -5.9% | +21.7% | -27.6% | -13.2% |
| 1Y | +18.8% | +36.1% | -17.3% | +4.6% |
| 3Y | -19.4% | +154.4% | -173.8% | -44.6% |
| 5Y | -47.7% | +112.0% | -159.8% | -61.3% |
| 10Y | +130.4% | +322.2% | -191.9% | +36.9% |
| All | +696.9% | +2,331.5% | -1,634.7% | +209.2% |
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