+152.5%
JPM vs CCI
-51.2%
+203.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.5% |
| 7D | -0.4% | -0.3% | -0.2% | -0.4% |
| 30D | -1.4% | +2.1% | -3.5% | -1.8% |
| 3M | +13.9% | -17.8% | +31.8% | +17.5% |
| 6M | +23.5% | -14.2% | +37.7% | +26.2% |
| YTD | +11.6% | -13.3% | +25.0% | +13.6% |
| 1Y | +21.4% | -16.6% | +38.0% | +24.3% |
| 3Y | +163.4% | -10.8% | +174.3% | +158.6% |
| 5Y | +152.5% | -50.3% | +202.8% | +178.8% |
| All | +152.5% | -51.2% | +203.7% | +178.8% |
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