+100.9%
JNJ vs CCI
-35.6%
+136.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +3.5% | +2.5% | +0.9% | +2.9% |
| 30D | +12.5% | +14.4% | -1.9% | +9.5% |
| 3M | +9.6% | +21.7% | -12.1% | +5.1% |
| 6M | +25.3% | +4.0% | +21.3% | +23.8% |
| YTD | +40.3% | +6.2% | +34.1% | +37.4% |
| 1Y | +49.6% | +5.4% | +44.2% | +46.8% |
| 3Y | +110.8% | +11.7% | +99.0% | +103.9% |
| All | +100.9% | -35.6% | +136.5% | +116.7% |
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