+8,682.5%
JNJ vs CCEP
+6,869.6%
+1,812.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.5% |
| 7D | +2.7% | -3.1% | +5.7% | +3.3% |
| 30D | +7.4% | -2.6% | +10.0% | +7.9% |
| 3M | +21.2% | +14.9% | +6.3% | +17.9% |
| 6M | +13.4% | +2.3% | +11.1% | +12.7% |
| YTD | +35.1% | +17.8% | +17.3% | +30.5% |
| 1Y | +57.4% | +24.2% | +33.2% | +50.3% |
| 3Y | +86.8% | +84.7% | +2.0% | +64.2% |
| 5Y | +80.8% | +103.2% | -22.4% | +54.2% |
| 10Y | +202.7% | +257.4% | -54.6% | +124.9% |
| All | +8,682.5% | +6,869.6% | +1,812.8% | +3,011.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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