+131.0%
JPM vs CCI
-36.6%
+167.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | +1.2% | +3.2% | -2.0% | +0.7% |
| 30D | +2.7% | +12.2% | -9.5% | +0.9% |
| 3M | -4.5% | +23.1% | -27.6% | -7.6% |
| 6M | +14.3% | +1.3% | +13.1% | +13.9% |
| YTD | +8.2% | +4.5% | +3.7% | +6.9% |
| 1Y | +10.0% | +2.3% | +7.7% | +9.1% |
| 3Y | +149.0% | +9.8% | +139.2% | +136.0% |
| All | +131.0% | -36.6% | +167.6% | +147.8% |
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