+2,953.7%
CLS vs JCI
+338.7%
+2,615.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -1.4% |
| 7D | +5.0% | +0.4% | +4.6% | +4.7% |
| 30D | +4.8% | -7.7% | +12.5% | +11.5% |
| 3M | -10.4% | +2.8% | -13.1% | -11.8% |
| 6M | +20.8% | +7.2% | +13.6% | +16.3% |
| YTD | +10.0% | +20.0% | -9.9% | -3.1% |
| 1Y | +28.5% | +33.3% | -4.7% | +5.2% |
| 3Y | +1,292.2% | +161.3% | +1,130.9% | +627.9% |
| 5Y | +3,616.8% | +108.8% | +3,508.0% | +2,095.2% |
| All | +2,953.7% | +338.7% | +2,615.0% | +978.6% |
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