+1,446.8%
JCI vs CCJ
+1,082.1%
+364.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | -7.7% | -27.6% | +19.9% | -1.5% |
| 6M | -2.6% | -38.7% | +36.1% | +7.2% |
| YTD | +17.4% | -22.7% | +40.1% | +21.7% |
| 1Y | +16.9% | -17.6% | +34.5% | +19.4% |
| 3Y | +186.7% | +62.7% | +124.1% | +143.2% |
| 5Y | +95.4% | +159.7% | -64.4% | +44.0% |
| 10Y | +292.7% | +769.3% | -476.6% | +100.4% |
| All | +1,446.8% | +1,082.1% | +364.7% | +708.4% |
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