+41.1%
CLS vs JCI
+37.7%
+3.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -1.1% |
| 7D | +4.6% | +3.8% | +0.7% | +0.8% |
| 30D | -13.9% | -5.7% | -8.2% | -9.0% |
| 3M | -26.6% | -1.4% | -25.2% | -25.6% |
| 6M | +15.4% | +4.1% | +11.3% | +10.7% |
| YTD | +5.7% | +21.7% | -16.1% | -8.1% |
| 1Y | +41.1% | +36.1% | +5.0% | +13.5% |
| All | +41.1% | +37.7% | +3.4% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling