+5.6%
CDE vs JCI
+27.0%
-21.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -6.3% | +15.0% | +12.2% |
| 7D | +1.1% | -10.7% | +11.8% | +7.6% |
| 30D | -14.5% | -10.4% | -4.1% | -9.2% |
| 3M | -10.1% | -8.3% | -1.8% | -6.1% |
| 6M | -16.9% | -2.1% | -14.7% | -17.0% |
| YTD | -18.1% | +18.4% | -36.5% | -23.1% |
| 1Y | +5.6% | +27.7% | -22.0% | -5.7% |
| All | +5.6% | +27.0% | -21.4% | -5.7% |
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