+9,018.1%
JNJ vs CCEP
+7,713.8%
+1,304.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +3.5% | +2.1% | +1.3% | +3.0% |
| 30D | +12.5% | +10.6% | +2.0% | +10.3% |
| 3M | +9.6% | +10.3% | -0.7% | +7.4% |
| 6M | +25.3% | +31.1% | -5.7% | +18.6% |
| YTD | +40.3% | +32.1% | +8.2% | +32.3% |
| 1Y | +49.6% | +32.8% | +16.8% | +41.0% |
| 3Y | +110.8% | +111.3% | -0.6% | +80.5% |
| 5Y | +99.1% | +147.5% | -48.4% | +63.5% |
| 10Y | +216.6% | +338.1% | -121.5% | +126.4% |
| All | +9,018.1% | +7,713.8% | +1,304.3% | +3,056.4% |
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