+330.8%
JCI vs CCI
+20.8%
+310.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.0% |
| 7D | +0.4% | -4.4% | +4.8% | +1.6% |
| 30D | -7.7% | +0.3% | -8.0% | -7.9% |
| 3M | +2.8% | -20.0% | +22.7% | +8.7% |
| 6M | +7.2% | -14.5% | +21.8% | +10.7% |
| YTD | +20.0% | -14.9% | +34.8% | +23.4% |
| 1Y | +33.3% | -17.7% | +50.9% | +38.3% |
| 3Y | +161.3% | -12.4% | +173.7% | +157.0% |
| 5Y | +108.8% | -50.1% | +158.9% | +150.7% |
| All | +330.8% | +20.8% | +310.1% | +327.1% |
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