+303.4%
CME vs JCI
+291.9%
+11.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +1.3% |
| 7D | +3.9% | +3.2% | +0.8% | +3.2% |
| 30D | +11.3% | -8.6% | +19.9% | +13.0% |
| 3M | +19.6% | -7.7% | +27.3% | +20.8% |
| 6M | +8.1% | -2.6% | +10.6% | +7.1% |
| YTD | +20.4% | +17.4% | +3.0% | +12.7% |
| 1Y | +16.5% | +16.9% | -0.4% | +9.1% |
| 3Y | +66.4% | +186.7% | -120.3% | +13.0% |
| 5Y | +74.5% | +95.4% | -20.9% | +33.6% |
| All | +303.4% | +291.9% | +11.5% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling