+330.8%
JCI vs CCJ
+1,074.4%
-743.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.9% |
| 7D | +0.4% | -3.2% | +3.6% | +1.0% |
| 30D | -7.7% | -1.3% | -6.4% | -7.6% |
| 3M | +2.8% | +2.5% | +0.2% | +2.0% |
| 6M | +7.2% | -18.9% | +26.1% | +10.2% |
| YTD | +20.0% | +6.5% | +13.5% | +17.1% |
| 1Y | +33.3% | +22.8% | +10.4% | +25.6% |
| 3Y | +161.3% | +164.5% | -3.2% | +109.3% |
| 5Y | +108.8% | +303.7% | -194.9% | +50.4% |
| All | +330.8% | +1,074.4% | -743.6% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling