+388.9%
JCI vs CLBK
+60.9%
+328.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.1% |
| 7D | +3.2% | +0.9% | +2.3% | +2.9% |
| 30D | -8.6% | +3.4% | -12.0% | -9.8% |
| 3M | -7.7% | -4.3% | -3.5% | -6.4% |
| 6M | -2.6% | +28.4% | -30.9% | -12.0% |
| YTD | +17.4% | +59.4% | -42.1% | -2.8% |
| 1Y | +16.9% | +64.8% | -47.9% | -4.6% |
| 3Y | +186.7% | +50.6% | +136.2% | +135.8% |
| 5Y | +95.4% | +28.3% | +67.1% | +61.4% |
| All | +388.9% | +60.9% | +328.1% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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