+897.6%
CCI vs JBL
+5,006.4%
-4,108.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +0.2% | +4.4% | -4.2% | -0.9% |
| 30D | +0.5% | -8.4% | +8.9% | +2.4% |
| 3M | -16.3% | -14.2% | -2.1% | -14.2% |
| 6M | -13.9% | +29.6% | -43.6% | -21.5% |
| YTD | -12.4% | +37.1% | -49.5% | -21.7% |
| 1Y | -15.2% | +49.5% | -64.7% | -26.4% |
| 3Y | -9.9% | +192.7% | -202.5% | -38.5% |
| 5Y | -50.8% | +411.3% | -462.2% | -71.9% |
| 10Y | +18.3% | +1,447.6% | -1,429.3% | -54.2% |
| All | +897.6% | +5,006.4% | -4,108.8% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling