+82.7%
JNJ vs CCI
-51.2%
+133.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.5% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | +2.5% | +2.1% | +0.4% | +2.0% |
| 3M | +13.2% | -17.8% | +31.1% | +17.7% |
| 6M | +11.3% | -14.2% | +25.5% | +14.4% |
| YTD | +31.1% | -13.3% | +44.5% | +34.1% |
| 1Y | +54.3% | -16.6% | +70.9% | +59.1% |
| 3Y | +81.1% | -10.8% | +92.0% | +83.6% |
| 5Y | +82.7% | -50.3% | +133.0% | +105.6% |
| All | +82.7% | -51.2% | +133.9% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling