+197.6%
JCI vs CLBK
+56.6%
+141.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +2.9% | +2.2% | +0.8% | +2.2% |
| 30D | -6.9% | +5.0% | -11.9% | -8.5% |
| 3M | -6.3% | +3.3% | -9.6% | -7.5% |
| 6M | +2.6% | +29.6% | -27.0% | -7.1% |
| YTD | +21.8% | +62.1% | -40.3% | +1.3% |
| 1Y | +19.6% | +64.3% | -44.7% | -1.3% |
| All | +197.6% | +56.6% | +141.0% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling