-26.9%
CCL vs JCI
+36.6%
-63.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.6% |
| 7D | -4.4% | +4.1% | -8.5% | -6.6% |
| 30D | -18.2% | -3.8% | -14.4% | -16.4% |
| 3M | -17.7% | -1.6% | -16.1% | -17.3% |
| 6M | -13.0% | +9.5% | -22.5% | -19.3% |
| YTD | -24.5% | +21.7% | -46.2% | -34.1% |
| 1Y | -26.9% | +37.1% | -64.1% | -39.3% |
| All | -26.9% | +36.6% | -63.6% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling