+1,504.6%
JCI vs CCJ
+1,583.6%
-79.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +3.8% | +0.7% | +3.1% | +3.7% |
| 30D | -5.7% | +6.9% | -12.5% | -7.1% |
| 3M | -1.4% | -11.6% | +10.3% | +0.7% |
| 6M | +4.1% | -16.2% | +20.4% | +6.9% |
| YTD | +21.7% | +10.1% | +11.6% | +17.4% |
| 1Y | +36.1% | +32.3% | +3.9% | +24.6% |
| 3Y | +154.4% | +171.3% | -16.9% | +93.5% |
| 5Y | +112.0% | +372.4% | -260.4% | +36.5% |
| 10Y | +322.2% | +1,070.0% | -747.8% | +102.4% |
| All | +1,504.6% | +1,583.6% | -79.1% | +679.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling