+293.5%
JCI vs CCI
+67.9%
+225.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -2.6% |
| 7D | +3.2% | +2.5% | +0.7% | +2.5% |
| 30D | -8.6% | +14.4% | -23.0% | -12.1% |
| 3M | -7.7% | +21.7% | -29.4% | -13.1% |
| 6M | -2.6% | +4.0% | -6.6% | -4.8% |
| YTD | +17.4% | +6.2% | +11.1% | +13.1% |
| 1Y | +16.9% | +5.4% | +11.5% | +12.9% |
| 3Y | +186.7% | +11.7% | +175.0% | +162.2% |
| 5Y | +95.4% | -35.6% | +131.0% | +117.8% |
| All | +293.5% | +67.9% | +225.6% | +256.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling