+307.6%
JCI vs CRL
+358.0%
-50.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | +2.9% | +5.0% | -2.1% | +1.5% |
| 30D | -6.9% | +13.5% | -20.5% | -10.3% |
| 3M | -6.3% | +21.5% | -27.8% | -11.7% |
| 6M | +2.6% | +103.4% | -100.9% | -17.9% |
| YTD | +21.8% | +71.8% | -50.0% | +1.0% |
| 1Y | +19.6% | +97.5% | -77.9% | -5.3% |
| 3Y | +194.9% | +99.2% | +95.7% | +117.7% |
| 5Y | +108.1% | -12.1% | +120.3% | +100.4% |
| 10Y | +307.6% | +359.2% | -51.6% | +127.2% |
| All | +307.6% | +358.0% | -50.4% | +127.2% |
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