-10.2%
CCI vs JBL
+189.2%
-199.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.1% |
| 7D | -0.3% | +4.0% | -4.3% | 0.0% |
| 30D | +2.1% | -7.5% | +9.6% | +1.7% |
| 3M | -17.8% | -14.1% | -3.8% | -18.2% |
| 6M | -14.2% | +25.9% | -40.1% | -13.5% |
| YTD | -13.3% | +36.7% | -50.0% | -12.4% |
| 1Y | -16.6% | +49.0% | -65.6% | -15.3% |
| All | -10.2% | +189.2% | -199.4% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling