+238.9%
CRM vs JCI
+348.5%
-109.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.2% |
| 7D | -4.4% | +0.7% | -5.2% | -4.7% |
| 30D | +28.1% | -4.4% | +32.6% | +29.7% |
| 3M | +48.8% | +1.7% | +47.2% | +46.6% |
| 6M | +28.3% | +8.8% | +19.5% | +21.5% |
| YTD | -6.0% | +22.6% | -28.7% | -15.9% |
| 1Y | +1.4% | +36.2% | -34.8% | -13.6% |
| 3Y | +11.8% | +168.0% | -156.2% | -30.0% |
| 5Y | -2.0% | +113.5% | -115.5% | -34.1% |
| All | +238.9% | +348.5% | -109.6% | +54.9% |
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