+373.5%
JCI vs CCI
+1,102.0%
-728.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -5.9% | +3.2% | -9.1% | -6.7% |
| 30D | -10.4% | +12.2% | -22.6% | -13.1% |
| 3M | -6.1% | +23.1% | -29.2% | -11.2% |
| 6M | +1.7% | +1.3% | +0.5% | 0.0% |
| YTD | +18.9% | +4.5% | +14.4% | +15.4% |
| 1Y | +16.1% | +2.3% | +13.8% | +13.3% |
| 3Y | +187.8% | +9.8% | +178.0% | +171.4% |
| 5Y | +103.2% | -36.5% | +139.7% | +117.0% |
| 10Y | +288.2% | +64.7% | +223.5% | +226.6% |
| All | +373.5% | +1,102.0% | -728.5% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling