+36.7%
CLS vs JCI
+36.6%
0.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +2.1% |
| 7D | +20.1% | +4.1% | +16.0% | +15.5% |
| 30D | +6.0% | -3.8% | +9.9% | +10.1% |
| 3M | -10.3% | -1.6% | -8.6% | -9.0% |
| 6M | +24.5% | +9.5% | +15.0% | +15.2% |
| YTD | +12.9% | +21.7% | -8.9% | -2.6% |
| 1Y | +36.7% | +37.1% | -0.5% | +6.6% |
| All | +36.7% | +36.6% | 0.0% | +6.6% |
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 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