+50.8%
CDE vs JCI
+37.7%
+13.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -3.1% |
| 7D | +0.5% | +3.8% | -3.3% | -1.9% |
| 30D | +21.9% | -5.7% | +27.5% | +26.0% |
| 3M | +14.9% | -1.4% | +16.3% | +15.0% |
| 6M | -10.5% | +4.1% | -14.6% | -14.6% |
| YTD | +19.3% | +21.7% | -2.5% | +7.0% |
| 1Y | +50.8% | +36.1% | +14.7% | +24.0% |
| All | +50.8% | +37.7% | +13.1% | +24.0% |
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