+6,781.2%
CME vs JCI
+771.4%
+6,009.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | -1.6% | +3.8% | -5.4% | -2.9% |
| 30D | +6.2% | -5.7% | +11.9% | +8.3% |
| 3M | +10.4% | -1.4% | +11.8% | +10.1% |
| 6M | -9.5% | +4.1% | -13.7% | -12.3% |
| YTD | +6.0% | +21.7% | -15.7% | -3.2% |
| 1Y | +9.3% | +36.1% | -26.9% | -4.7% |
| 3Y | +57.7% | +154.4% | -96.8% | +3.7% |
| 5Y | +77.7% | +112.0% | -34.3% | +22.2% |
| 10Y | +281.2% | +322.2% | -41.0% | +88.0% |
| All | +6,781.2% | +771.4% | +6,009.8% | +1,825.3% |
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