+83.9%
JNJ vs CCJ
+339.7%
-255.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.8% |
| 7D | -3.0% | +4.2% | -7.1% | -2.9% |
| 30D | +2.5% | +3.2% | -0.7% | +2.6% |
| 3M | +13.2% | -1.8% | +15.1% | +13.3% |
| 6M | +11.3% | -13.5% | +24.8% | +11.2% |
| YTD | +31.1% | +9.7% | +21.4% | +31.6% |
| 1Y | +54.3% | +30.0% | +24.3% | +55.3% |
| 3Y | +81.1% | +172.6% | -91.5% | +81.8% |
| All | +83.9% | +339.7% | -255.8% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling