+95.0%
JCI vs CCJ
+159.0%
-63.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | +3.2% | -0.8% | +4.0% | +3.4% |
| 30D | -8.6% | -13.2% | +4.6% | -6.1% |
| 3M | -7.7% | -27.6% | +19.9% | -2.2% |
| 6M | -2.6% | -38.7% | +36.1% | +6.0% |
| YTD | +17.4% | -22.7% | +40.1% | +21.3% |
| 1Y | +16.9% | -17.6% | +34.5% | +19.3% |
| 3Y | +186.7% | +62.7% | +124.1% | +145.2% |
| All | +95.0% | +159.0% | -63.9% | +47.2% |
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 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