+110.3%
JCI vs CCJ
+347.8%
-237.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.3% |
| YTD | +21.7% | +9.7% | +12.0% | +18.2% |
| 1Y | +37.1% | +30.0% | +7.1% | +28.0% |
| 3Y | +165.2% | +172.6% | -7.4% | +110.8% |
| 5Y | +110.3% | +342.9% | -232.7% | +51.3% |
| All | +110.3% | +347.8% | -237.5% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling