+35.2%
JCI vs CCJ
+28.7%
+6.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +4.1% | +4.2% | -0.1% | +3.5% |
| 30D | -3.8% | +3.2% | -7.0% | -4.3% |
| 3M | -1.6% | -1.8% | +0.2% | -1.8% |
| 6M | +9.5% | -13.5% | +23.1% | +10.2% |
| YTD | +21.7% | +9.7% | +12.0% | +20.8% |
| All | +35.2% | +28.7% | +6.5% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling