+110.3%
JCI vs CLX
-37.0%
+147.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.7% |
| 7D | +4.1% | -4.9% | +9.0% | +4.8% |
| 30D | -3.8% | -15.8% | +12.0% | -1.6% |
| 3M | -1.6% | -7.9% | +6.3% | -0.7% |
| 6M | +9.5% | -19.0% | +28.6% | +12.7% |
| YTD | +21.7% | -7.9% | +29.7% | +22.8% |
| 1Y | +37.1% | -25.4% | +62.5% | +43.1% |
| 3Y | +165.2% | -35.0% | +200.2% | +181.8% |
| 5Y | +110.3% | -36.8% | +147.1% | +113.5% |
| All | +110.3% | -37.0% | +147.3% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling