+230.3%
JCI vs CRL
+1,647.7%
-1,417.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +8.4% | +8.9% | -0.4% | +5.9% |
| 30D | -8.9% | +14.0% | -22.9% | -12.2% |
| 3M | -6.4% | +19.8% | -26.3% | -11.3% |
| 6M | +1.6% | +102.0% | -100.4% | -17.6% |
| YTD | +20.1% | +70.8% | -50.8% | +0.6% |
| 1Y | +17.2% | +98.7% | -81.5% | -6.2% |
| 3Y | +190.7% | +98.2% | +92.6% | +120.5% |
| 5Y | +99.9% | -11.7% | +111.6% | +86.6% |
| 10Y | +301.8% | +356.7% | -54.8% | +127.1% |
| All | +230.3% | +1,647.7% | -1,417.4% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling