+1,543.2%
JPM vs CCI
+1,102.0%
+441.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | +1.2% | +3.2% | -2.0% | +0.4% |
| 30D | +2.7% | +12.2% | -9.5% | -0.4% |
| 3M | -4.5% | +23.1% | -27.6% | -9.9% |
| 6M | +14.3% | +1.3% | +13.1% | +12.7% |
| YTD | +8.2% | +4.5% | +3.7% | +5.2% |
| 1Y | +10.0% | +2.3% | +7.7% | +7.6% |
| 3Y | +149.0% | +9.8% | +139.2% | +134.4% |
| 5Y | +131.0% | -36.5% | +167.6% | +147.6% |
| 10Y | +479.1% | +64.7% | +414.4% | +379.2% |
| All | +1,543.2% | +1,102.0% | +441.2% | +630.0% |
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 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