+1,753.0%
CLS vs JCI
+299.3%
+1,453.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.8% | +3.1% | +4.0% |
| 7D | -10.6% | -3.4% | -7.1% | -7.4% |
| 30D | -38.4% | -10.1% | -28.3% | -32.1% |
| 3M | -29.9% | -6.8% | -23.1% | -24.5% |
| 6M | -40.6% | +2.0% | -42.6% | -40.1% |
| YTD | -24.6% | +19.2% | -43.8% | -32.1% |
| 1Y | -30.8% | +16.7% | -47.5% | -36.4% |
| 3Y | +811.7% | +194.3% | +617.4% | +347.4% |
| 5Y | +1,838.4% | +103.0% | +1,735.4% | +1,084.5% |
| All | +1,753.0% | +299.3% | +1,453.7% | +570.3% |
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