+194.3%
JCI vs CRL
+99.4%
+94.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.7% | +0.1% | +3.9% |
| 7D | -3.4% | +4.4% | -7.8% | -4.1% |
| 30D | -10.1% | +17.1% | -27.2% | -12.5% |
| 3M | -6.8% | +32.1% | -38.9% | -11.3% |
| 6M | +2.0% | +98.9% | -97.0% | -10.3% |
| YTD | +19.2% | +77.1% | -58.0% | +6.1% |
| 1Y | +16.7% | +110.3% | -93.5% | 0.0% |
| 3Y | +194.3% | +108.5% | +85.8% | +146.7% |
| All | +194.3% | +99.4% | +94.9% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling