-89.5%
CDE vs JCI
+2,331.2%
-2,420.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -2.0% | +4.1% | -6.0% | -2.8% |
| 30D | +15.7% | -3.8% | +19.5% | +16.5% |
| 3M | +30.5% | -1.6% | +32.2% | +30.8% |
| 6M | -7.4% | +9.5% | -16.9% | -9.0% |
| YTD | +17.9% | +21.7% | -3.8% | +13.4% |
| 1Y | +46.7% | +37.1% | +9.6% | +38.0% |
| 3Y | +851.3% | +165.2% | +686.1% | +691.3% |
| 5Y | +202.9% | +110.3% | +92.6% | +161.3% |
| 10Y | +58.2% | +341.0% | -282.8% | +21.0% |
| All | -89.5% | +2,331.2% | -2,420.7% | -91.9% |
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