+807.8%
CCL vs JCI
+2,331.5%
-1,523.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.6% |
| 7D | -5.0% | +3.8% | -8.9% | -6.4% |
| 30D | -20.3% | -5.7% | -14.7% | -18.6% |
| 3M | -15.1% | -1.4% | -13.7% | -14.9% |
| 6M | -15.1% | +4.1% | -19.2% | -16.6% |
| YTD | -21.8% | +21.7% | -43.5% | -27.7% |
| 1Y | -24.8% | +36.1% | -60.9% | -33.5% |
| 3Y | +51.9% | +154.4% | -102.6% | +6.6% |
| 5Y | +4.0% | +112.0% | -108.0% | -21.1% |
| 10Y | -42.2% | +322.2% | -364.5% | -63.8% |
| All | +807.8% | +2,331.5% | -1,523.8% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling