+27.7%
JCI vs CCI
+7.6%
+20.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.5% | -12.7% | -5.9% |
| 7D | -10.7% | +5.0% | -15.7% | -10.4% |
| 30D | -10.4% | +36.4% | -46.8% | -9.3% |
| 3M | -8.3% | +20.4% | -28.7% | -8.0% |
| 6M | -2.1% | +4.9% | -7.0% | -2.2% |
| YTD | +18.4% | +7.8% | +10.6% | +18.0% |
| 1Y | +27.7% | +7.3% | +20.4% | +27.4% |
| All | +27.7% | +7.6% | +20.1% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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