-57.1%
JD vs CCI
-37.1%
-20.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.1% |
| 7D | +13.4% | -0.1% | +13.5% | +13.3% |
| 30D | +7.7% | +28.4% | -20.7% | +2.3% |
| 3M | -11.3% | +20.0% | -31.3% | -14.7% |
| 6M | -5.1% | +0.8% | -5.9% | -5.7% |
| YTD | +5.0% | +3.6% | +1.4% | +3.4% |
| 1Y | -5.6% | +6.1% | -11.7% | -7.7% |
| 3Y | +17.8% | +7.2% | +10.6% | +11.1% |
| All | -57.1% | -37.1% | -20.0% | -55.2% |
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