-61.3%
JD vs CCI
-51.4%
-9.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.2% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -13.2% | +2.7% | -15.8% | -13.7% |
| 3M | -3.2% | -18.2% | +15.0% | +0.6% |
| 6M | +15.2% | -14.8% | +30.0% | +18.6% |
| YTD | +2.0% | -12.6% | +14.6% | +4.0% |
| 1Y | -5.4% | -16.7% | +11.4% | -2.6% |
| 3Y | -9.1% | -10.5% | +1.4% | -10.9% |
| All | -61.3% | -51.4% | -9.8% | -61.7% |
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