+5,760.6%
CRM vs JCI
+344.4%
+5,416.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.9% |
| 7D | -4.4% | +0.7% | -5.2% | -4.8% |
| 30D | +28.1% | -4.4% | +32.6% | +30.2% |
| 3M | +48.8% | +1.7% | +47.2% | +45.8% |
| 6M | +28.3% | +8.8% | +19.5% | +19.6% |
| YTD | -6.0% | +22.6% | -28.7% | -18.1% |
| 1Y | +1.4% | +36.2% | -34.8% | -16.5% |
| 3Y | +11.8% | +168.0% | -156.2% | -35.5% |
| 5Y | -2.0% | +113.5% | -115.5% | -37.9% |
| 10Y | +239.6% | +344.3% | -104.7% | +39.5% |
| All | +5,760.6% | +344.4% | +5,416.2% | +1,414.7% |
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