+399.7%
JCI vs CLBK
+65.6%
+334.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | +0.4% | -1.4% | +1.8% | +0.9% |
| 30D | -7.7% | +4.5% | -12.3% | -9.4% |
| 3M | +2.8% | +22.8% | -20.0% | -5.4% |
| 6M | +7.2% | +43.4% | -36.2% | -7.0% |
| YTD | +20.0% | +64.1% | -44.2% | -1.5% |
| 1Y | +33.3% | +67.6% | -34.3% | +7.9% |
| 3Y | +161.3% | +53.3% | +108.1% | +113.7% |
| 5Y | +108.8% | +44.8% | +64.0% | +61.7% |
| All | +399.7% | +65.6% | +334.1% | +276.1% |
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