+54.9%
JNJ vs CCI
-17.7%
+72.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | -4.3% | -4.4% | 0.0% | -3.8% |
| 30D | +3.0% | +0.3% | +2.7% | +3.0% |
| 3M | +12.2% | -20.0% | +32.2% | +15.4% |
| 6M | +10.5% | -14.5% | +25.0% | +12.8% |
| YTD | +30.8% | -14.9% | +45.6% | +33.6% |
| 1Y | +54.9% | -17.7% | +72.6% | +59.1% |
| All | +54.9% | -17.7% | +72.6% | +59.1% |
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