+3,231.7%
CLS vs JCI
+372.2%
+2,859.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.1% |
| 7D | +4.6% | +3.8% | +0.7% | +2.9% |
| 30D | -13.9% | -5.7% | -8.2% | -11.6% |
| 3M | -26.6% | -1.4% | -25.2% | -25.8% |
| 6M | +15.4% | +4.1% | +11.3% | +14.8% |
| YTD | +5.7% | +21.7% | -16.1% | -2.5% |
| 1Y | +41.1% | +36.1% | +5.0% | +24.3% |
| 3Y | +1,228.6% | +154.4% | +1,074.2% | +809.1% |
| 5Y | +3,240.6% | +112.0% | +3,128.6% | +2,352.9% |
| 10Y | +2,760.3% | +322.2% | +2,438.1% | +1,472.0% |
| All | +3,231.7% | +372.2% | +2,859.6% | +1,091.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling