+193.4%
JNJ vs CCJ
+1,074.4%
-881.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.2% |
| 7D | -4.3% | -3.2% | -1.2% | -4.3% |
| 30D | +3.0% | -1.3% | +4.4% | +3.0% |
| 3M | +12.2% | +2.5% | +9.7% | +12.1% |
| 6M | +10.5% | -18.9% | +29.3% | +10.8% |
| YTD | +30.8% | +6.5% | +24.3% | +30.3% |
| 1Y | +54.9% | +22.8% | +32.1% | +53.6% |
| 3Y | +80.7% | +164.5% | -83.8% | +72.8% |
| 5Y | +83.4% | +303.7% | -220.3% | +69.7% |
| All | +193.4% | +1,074.4% | -881.0% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling