+465.0%
JPM vs CCI
+67.9%
+397.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | +3.5% | +2.5% | +1.0% | +2.8% |
| 30D | +3.3% | +14.4% | -11.2% | -0.6% |
| 3M | -4.2% | +21.7% | -25.9% | -9.7% |
| 6M | +16.4% | +4.0% | +12.4% | +14.2% |
| YTD | +9.5% | +6.2% | +3.3% | +6.1% |
| 1Y | +14.0% | +5.4% | +8.6% | +10.7% |
| 3Y | +153.1% | +11.7% | +141.3% | +132.7% |
| 5Y | +134.9% | -35.6% | +170.5% | +161.7% |
| All | +465.0% | +67.9% | +397.0% | +482.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling