+25.3%
CRM vs JCI
+7.7%
+17.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -1.4% |
| 7D | -8.1% | +0.4% | -8.5% | -7.8% |
| 30D | +23.1% | -7.7% | +30.8% | +17.9% |
| 3M | +42.5% | +2.8% | +39.8% | +46.0% |
| 6M | +25.3% | +7.2% | +18.1% | +33.4% |
| All | +25.3% | +7.7% | +17.6% | +33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling