+166.0%
JCI vs CLX
-35.1%
+201.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | +4.1% | -4.9% | +9.0% | +4.4% |
| 30D | -3.8% | -15.8% | +12.0% | -2.8% |
| 3M | -1.6% | -7.9% | +6.3% | -1.1% |
| 6M | +9.5% | -19.0% | +28.6% | +11.5% |
| YTD | +21.7% | -7.9% | +29.7% | +23.1% |
| 1Y | +37.1% | -25.4% | +62.5% | +41.3% |
| All | +166.0% | -35.1% | +201.1% | +174.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling