+19.6%
CME vs JCI
+27.0%
-7.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.3% | +7.6% | +0.5% |
| 7D | +4.8% | -10.7% | +15.5% | +3.3% |
| 30D | +14.2% | -10.4% | +24.6% | +12.9% |
| 3M | +17.9% | -8.3% | +26.2% | +16.9% |
| 6M | +7.2% | -2.1% | +9.4% | +7.1% |
| YTD | +16.7% | +18.4% | -1.6% | +14.5% |
| 1Y | +19.6% | +27.7% | -8.1% | +16.8% |
| All | +19.6% | +27.0% | -7.5% | +16.8% |
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