-62.4%
JD vs CCI
-35.6%
-26.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.3% |
| 7D | -4.1% | +2.5% | -6.6% | -4.6% |
| 30D | +4.6% | +14.4% | -9.8% | +1.8% |
| 3M | -4.7% | +21.7% | -26.4% | -8.6% |
| 6M | -17.4% | +4.0% | -21.4% | -18.3% |
| YTD | +0.7% | +6.2% | -5.5% | -1.3% |
| 1Y | -5.9% | +5.4% | -11.3% | -7.7% |
| 3Y | +18.9% | +11.7% | +7.1% | +11.0% |
| All | -62.4% | -35.6% | -26.8% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling