-29.4%
CCL vs JCI
+299.8%
-329.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -2.4% |
| 7D | -1.5% | +2.9% | -4.4% | -4.2% |
| 30D | +16.5% | -6.9% | +23.4% | +22.1% |
| 3M | +11.2% | -6.3% | +17.5% | +15.2% |
| 6M | +22.6% | +2.6% | +20.0% | +14.7% |
| YTD | +2.6% | +21.8% | -19.2% | -19.2% |
| 1Y | +17.0% | +19.6% | -2.7% | -6.3% |
| 3Y | +145.5% | +194.9% | -49.4% | -23.0% |
| 5Y | +36.1% | +108.1% | -72.0% | -40.0% |
| 10Y | -29.4% | +307.6% | -337.1% | -86.6% |
| All | -29.4% | +299.8% | -329.2% | -86.6% |
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