+59.0%
JD vs CCI
+93.3%
-34.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.3% |
| 7D | +13.4% | -0.1% | +13.5% | +13.3% |
| 30D | +7.7% | +28.4% | -20.7% | +0.1% |
| 3M | -11.3% | +20.0% | -31.3% | -16.1% |
| 6M | -5.1% | +0.8% | -5.9% | -6.2% |
| YTD | +5.0% | +3.6% | +1.4% | +2.3% |
| 1Y | -5.6% | +6.1% | -11.7% | -8.8% |
| 3Y | +17.8% | +7.2% | +10.6% | +10.4% |
| 5Y | -57.2% | -37.0% | -20.2% | -53.2% |
| 10Y | +34.8% | +54.2% | -19.4% | +4.7% |
| All | +59.0% | +93.3% | -34.4% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling