+302.6%
JCI vs CCI
+65.8%
+236.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +8.4% | -1.4% | +9.8% | +8.8% |
| 30D | -8.9% | +12.7% | -21.6% | -12.1% |
| 3M | -6.4% | +23.0% | -29.5% | -12.1% |
| 6M | +1.6% | +0.6% | +1.0% | +0.2% |
| YTD | +20.1% | +4.9% | +15.2% | +16.1% |
| 1Y | +17.2% | +0.7% | +16.5% | +14.8% |
| 3Y | +190.7% | +10.2% | +180.5% | +166.8% |
| 5Y | +99.9% | -36.4% | +136.3% | +123.5% |
| All | +302.6% | +65.8% | +236.8% | +266.4% |
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 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