+585.7%
JPM vs CCI
+20.8%
+564.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -2.3% | -4.4% | +2.0% | -1.2% |
| 30D | -2.3% | +0.3% | -2.7% | -2.5% |
| 3M | +14.9% | -20.0% | +34.9% | +21.7% |
| 6M | +23.6% | -14.5% | +38.2% | +28.1% |
| YTD | +11.3% | -14.9% | +26.1% | +15.0% |
| 1Y | +19.9% | -17.7% | +37.6% | +24.9% |
| 3Y | +162.6% | -12.4% | +175.0% | +159.6% |
| 5Y | +154.6% | -50.1% | +204.7% | +204.8% |
| All | +585.7% | +20.8% | +564.9% | +663.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling