+57.4%
JNJ vs CCI
-18.8%
+76.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.9% |
| 7D | +2.7% | -0.4% | +3.1% | +2.7% |
| 30D | +7.4% | +2.7% | +4.7% | +7.0% |
| 3M | +21.2% | -18.2% | +39.4% | +24.2% |
| 6M | +13.4% | -14.8% | +28.2% | +15.7% |
| YTD | +35.1% | -12.6% | +47.7% | +37.5% |
| 1Y | +57.4% | -16.7% | +74.2% | +62.2% |
| All | +57.4% | -18.8% | +76.2% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling