+51.2%
JNJ vs CCI
+7.6%
+43.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.5% | -2.6% | +3.0% |
| 7D | +1.9% | +5.0% | -3.1% | +1.3% |
| 30D | +9.2% | +36.4% | -27.1% | +5.2% |
| 3M | +8.9% | +20.4% | -11.5% | +6.4% |
| 6M | +24.6% | +4.9% | +19.7% | +23.4% |
| YTD | +35.7% | +7.8% | +27.9% | +34.3% |
| 1Y | +51.2% | +7.3% | +43.9% | +49.9% |
| All | +51.2% | +7.6% | +43.6% | +49.9% |
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