+166.0%
JCI vs CCJ
+172.7%
-6.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +4.1% | +4.2% | -0.1% | +3.4% |
| 30D | -3.8% | +3.2% | -7.0% | -4.4% |
| 3M | -1.6% | -1.8% | +0.2% | -1.7% |
| 6M | +9.5% | -13.5% | +23.1% | +11.1% |
| YTD | +21.7% | +9.7% | +12.0% | +18.2% |
| 1Y | +37.1% | +30.0% | +7.1% | +27.8% |
| All | +166.0% | +172.7% | -6.7% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling