+17.6%
JD vs CCI
+17.2%
+0.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -16.0% | +0.5% | -16.5% | -16.2% |
| 3M | -3.2% | -16.3% | +13.1% | +1.1% |
| 6M | +6.1% | -13.9% | +20.0% | +9.6% |
| YTD | -0.1% | -12.4% | +12.3% | +2.3% |
| 1Y | -12.7% | -15.2% | +2.5% | -10.1% |
| 3Y | -6.3% | -9.9% | +3.6% | -7.5% |
| 5Y | -61.3% | -50.8% | -10.5% | -54.8% |
| 10Y | +17.6% | +18.3% | -0.7% | +6.1% |
| All | +17.6% | +17.2% | +0.5% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling