+293.5%
JCI vs CLX
+32.0%
+261.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.4% | -2.4% |
| 7D | +3.2% | +9.5% | -6.3% | +2.1% |
| 30D | -8.6% | +30.7% | -39.3% | -11.6% |
| 3M | -7.7% | +4.2% | -12.0% | -8.2% |
| 6M | -2.6% | +22.1% | -24.7% | -5.4% |
| YTD | +17.4% | +14.1% | +3.3% | +15.0% |
| 1Y | +16.9% | +10.3% | +6.6% | +15.0% |
| 3Y | +186.7% | -7.8% | +194.6% | +187.4% |
| 5Y | +95.4% | -20.8% | +116.2% | +97.4% |
| All | +293.5% | +32.0% | +261.5% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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