+385.0%
JCI vs CCI
+905.5%
-520.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.3% |
| 7D | +3.8% | -0.4% | +4.2% | +3.9% |
| 30D | -5.7% | +2.7% | -8.4% | -6.3% |
| 3M | -1.4% | -18.2% | +16.8% | +2.8% |
| 6M | +4.1% | -14.8% | +18.9% | +7.0% |
| YTD | +21.7% | -12.6% | +34.3% | +24.0% |
| 1Y | +36.1% | -16.7% | +52.9% | +40.1% |
| 3Y | +154.4% | -10.5% | +164.9% | +153.0% |
| 5Y | +112.0% | -51.4% | +163.4% | +142.5% |
| 10Y | +322.2% | +20.0% | +302.2% | +284.2% |
| All | +385.0% | +905.5% | -520.5% | +99.8% |
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 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