+16.9%
JCI vs CCI
+2.5%
+14.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -2.2% |
| 7D | +3.2% | +2.5% | +0.7% | +3.4% |
| 30D | -8.6% | +14.4% | -23.0% | -8.0% |
| 3M | -7.7% | +21.7% | -29.4% | -7.4% |
| 6M | -2.6% | +4.0% | -6.6% | -2.7% |
| YTD | +17.4% | +6.2% | +11.1% | +16.8% |
| 1Y | +16.9% | +5.4% | +11.5% | +16.7% |
| All | +16.9% | +2.5% | +14.5% | +16.7% |
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