+2,307.7%
JCI vs CLX
+2,386.6%
-78.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | +3.8% | -9.2% | +13.1% | +6.1% |
| 30D | -5.7% | -11.0% | +5.4% | -3.2% |
| 3M | -1.4% | +5.0% | -6.4% | -3.0% |
| 6M | +4.1% | -18.8% | +23.0% | +8.3% |
| YTD | +21.7% | -4.4% | +26.1% | +21.8% |
| 1Y | +36.1% | -21.9% | +58.0% | +42.3% |
| 3Y | +154.4% | -32.8% | +187.2% | +172.4% |
| 5Y | +112.0% | -34.6% | +146.6% | +124.9% |
| 10Y | +322.2% | -4.7% | +326.9% | +291.3% |
| All | +2,307.7% | +2,386.6% | -78.9% | +767.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling