+341.0%
JCI vs CRL
+244.4%
+96.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +4.1% | -4.6% | +8.7% | +5.4% |
| 30D | -3.8% | +0.5% | -4.3% | -4.1% |
| 3M | -1.6% | +46.6% | -48.3% | -12.7% |
| 6M | +9.5% | +57.3% | -47.7% | -6.0% |
| YTD | +21.7% | +39.5% | -17.8% | +7.5% |
| 1Y | +37.1% | +76.9% | -39.7% | +11.1% |
| 3Y | +165.2% | +39.4% | +125.8% | +119.6% |
| 5Y | +110.3% | -37.2% | +147.5% | +125.0% |
| 10Y | +341.0% | +253.4% | +87.6% | +147.2% |
| All | +341.0% | +244.4% | +96.5% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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