+234.9%
JCI vs CRL
+1,379.5%
-1,144.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.4% |
| 7D | +3.8% | -1.0% | +4.9% | +4.1% |
| 30D | -5.7% | +10.7% | -16.3% | -8.4% |
| 3M | -1.4% | +55.3% | -56.7% | -13.4% |
| 6M | +4.1% | +60.7% | -56.5% | -10.4% |
| YTD | +21.7% | +44.6% | -22.9% | +7.1% |
| 1Y | +36.1% | +77.7% | -41.6% | +11.8% |
| 3Y | +154.4% | +37.6% | +116.8% | +114.4% |
| 5Y | +112.0% | -35.8% | +147.9% | +116.6% |
| 10Y | +322.2% | +241.7% | +80.5% | +158.3% |
| All | +234.9% | +1,379.5% | -1,144.5% | +39.1% |
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