+110.3%
JCI vs CLBK
+41.8%
+68.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | +4.1% | -1.5% | +5.5% | +4.5% |
| 30D | -3.8% | +6.7% | -10.5% | -5.6% |
| 3M | -1.6% | +21.2% | -22.8% | -7.0% |
| 6M | +9.5% | +42.0% | -32.4% | -1.1% |
| YTD | +21.7% | +63.3% | -41.5% | +5.5% |
| 1Y | +37.1% | +65.4% | -28.2% | +18.0% |
| 3Y | +165.2% | +52.5% | +112.7% | +129.8% |
| 5Y | +110.3% | +42.0% | +68.3% | +78.8% |
| All | +110.3% | +41.8% | +68.5% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling