+1,614.3%
JPM vs CCI
+905.5%
+708.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.5% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | -0.2% | +2.7% | -2.9% | -0.9% |
| 3M | +15.9% | -18.2% | +34.1% | +21.4% |
| 6M | +20.9% | -14.8% | +35.7% | +25.0% |
| YTD | +12.9% | -12.6% | +25.5% | +15.5% |
| 1Y | +20.3% | -16.7% | +37.0% | +24.5% |
| 3Y | +160.9% | -10.5% | +171.5% | +160.0% |
| 5Y | +154.8% | -51.4% | +206.3% | +194.0% |
| 10Y | +591.1% | +20.0% | +571.1% | +521.7% |
| All | +1,614.3% | +905.5% | +708.8% | +701.6% |
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