+115.0%
JCI vs CRL
-37.4%
+152.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.6% |
| 7D | +5.1% | -0.6% | +5.7% | +5.2% |
| 30D | -3.8% | +5.0% | -8.8% | -5.1% |
| 3M | +1.9% | +50.6% | -48.7% | -8.2% |
| 6M | +11.2% | +60.9% | -49.7% | -2.4% |
| YTD | +22.9% | +40.7% | -17.8% | +10.9% |
| 1Y | +37.4% | +73.3% | -35.9% | +16.0% |
| 3Y | +167.8% | +40.6% | +127.3% | +129.4% |
| 5Y | +115.0% | -37.0% | +152.0% | +129.4% |
| All | +115.0% | -37.4% | +152.4% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling