+811.7%
CLS vs JCI
+189.7%
+622.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.8% | +3.1% | +2.7% |
| 7D | -10.6% | -3.4% | -7.1% | -6.5% |
| 30D | -38.4% | -10.1% | -28.3% | -30.1% |
| 3M | -29.9% | -6.8% | -23.1% | -23.1% |
| 6M | -40.6% | +2.0% | -42.6% | -40.4% |
| YTD | -24.6% | +19.2% | -43.8% | -34.7% |
| 1Y | -30.8% | +16.7% | -47.5% | -38.5% |
| 3Y | +811.7% | +194.3% | +617.4% | +304.8% |
| All | +811.7% | +189.7% | +622.0% | +304.8% |
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