+2,309.0%
JCI vs CLX
+2,796.8%
-487.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.4% |
| 7D | +2.9% | +7.8% | -4.9% | +1.2% |
| 30D | -6.9% | +28.5% | -35.5% | -12.2% |
| 3M | -6.3% | +1.3% | -7.6% | -6.9% |
| 6M | +2.6% | +23.4% | -20.8% | -3.1% |
| YTD | +21.8% | +11.4% | +10.4% | +17.4% |
| 1Y | +19.6% | +6.9% | +12.7% | +16.3% |
| 3Y | +194.9% | -9.8% | +204.7% | +194.5% |
| 5Y | +108.1% | -22.7% | +130.8% | +112.0% |
| 10Y | +307.6% | +28.7% | +278.9% | +250.1% |
| All | +2,309.0% | +2,796.8% | -487.8% | +735.9% |
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