+2,400.2%
JNJ vs CCJ
+1,583.6%
+816.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +2.7% | +0.7% | +2.0% | +2.6% |
| 30D | +7.4% | +6.9% | +0.5% | +6.8% |
| 3M | +21.2% | -11.6% | +32.9% | +21.9% |
| 6M | +13.4% | -16.2% | +29.6% | +14.2% |
| YTD | +35.1% | +10.1% | +25.0% | +33.2% |
| 1Y | +57.4% | +32.3% | +25.2% | +52.4% |
| 3Y | +86.8% | +171.3% | -84.5% | +67.9% |
| 5Y | +80.8% | +372.4% | -291.6% | +51.4% |
| 10Y | +202.7% | +1,070.0% | -867.3% | +122.3% |
| All | +2,400.2% | +1,583.6% | +816.6% | +1,537.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling