+115.0%
JCI vs CCI
-50.2%
+165.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +5.1% | +0.2% | +4.9% | +5.1% |
| 30D | -3.8% | +0.5% | -4.3% | -4.0% |
| 3M | +1.9% | -16.3% | +18.2% | +5.3% |
| 6M | +11.2% | -13.9% | +25.1% | +13.8% |
| YTD | +22.9% | -12.4% | +35.4% | +24.9% |
| 1Y | +37.4% | -15.2% | +52.6% | +40.5% |
| 3Y | +167.8% | -9.9% | +177.7% | +158.7% |
| 5Y | +115.0% | -50.8% | +165.9% | +159.8% |
| All | +115.0% | -50.2% | +165.2% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling