+1,312.5%
CLS vs JCI
+169.7%
+1,142.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.7% | +4.7% |
| 7D | +12.8% | +5.1% | +7.7% | +7.6% |
| 30D | +3.8% | -3.8% | +7.7% | +7.8% |
| 3M | -14.6% | +1.9% | -16.5% | -16.2% |
| 6M | +32.2% | +11.2% | +21.0% | +21.0% |
| YTD | +11.6% | +22.9% | -11.3% | -7.9% |
| 1Y | +35.1% | +37.4% | -2.3% | +0.5% |
| 3Y | +1,312.5% | +167.8% | +1,144.7% | +533.6% |
| All | +1,312.5% | +169.7% | +1,142.9% | +533.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling