+166.0%
JCI vs CCI
-10.8%
+176.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | +4.1% | -0.3% | +4.3% | +4.1% |
| 30D | -3.8% | +2.1% | -6.0% | -3.9% |
| 3M | -1.6% | -17.8% | +16.2% | -0.6% |
| 6M | +9.5% | -14.2% | +23.7% | +10.3% |
| YTD | +21.7% | -13.3% | +35.1% | +22.2% |
| 1Y | +37.1% | -16.6% | +53.8% | +38.3% |
| All | +166.0% | -10.8% | +176.8% | +149.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling