+22.4%
CCI vs JBL
+1,558.3%
-1,535.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.7% | +1.8% |
| 7D | -0.3% | +2.4% | -2.7% | -0.5% |
| 30D | +2.2% | -13.1% | +15.3% | +3.7% |
| 3M | -16.9% | -15.6% | -1.3% | -15.6% |
| 6M | -11.5% | +24.6% | -36.1% | -15.1% |
| YTD | -12.8% | +39.6% | -52.4% | -18.0% |
| 1Y | -17.1% | +48.6% | -65.7% | -22.9% |
| 3Y | -9.6% | +197.3% | -206.9% | -28.0% |
| 5Y | -48.9% | +413.0% | -461.9% | -64.5% |
| All | +22.4% | +1,558.3% | -1,535.9% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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