+1,914.6%
CLS vs JCI
+291.9%
+1,622.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -3.6% |
| 7D | +16.3% | +3.2% | +13.1% | +13.7% |
| 30D | -25.7% | -8.6% | -17.1% | -19.1% |
| 3M | -30.9% | -7.7% | -23.1% | -24.8% |
| 6M | -35.5% | -2.6% | -32.9% | -32.5% |
| YTD | -18.7% | +17.4% | -36.1% | -25.8% |
| 1Y | -17.9% | +16.9% | -34.8% | -24.6% |
| 3Y | +838.1% | +186.7% | +651.3% | +369.5% |
| 5Y | +1,971.9% | +95.4% | +1,876.5% | +1,203.2% |
| All | +1,914.6% | +291.9% | +1,622.7% | +636.2% |
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 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