-43.4%
CCL vs JCI
+338.7%
-382.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | +0.3% |
| 7D | -4.3% | +0.4% | -4.7% | -4.7% |
| 30D | -19.0% | -7.7% | -11.2% | -13.0% |
| 3M | -13.1% | +2.8% | -15.9% | -16.4% |
| 6M | -13.3% | +7.2% | -20.5% | -20.4% |
| YTD | -25.2% | +20.0% | -45.2% | -38.8% |
| 1Y | -27.2% | +33.3% | -60.4% | -46.4% |
| 3Y | +49.2% | +161.3% | -112.1% | -45.1% |
| 5Y | +0.4% | +108.8% | -108.4% | -54.8% |
| All | -43.4% | +338.7% | -382.1% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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