+221.6%
JNJ vs CCL
-32.5%
+254.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +3.5% | -1.2% | +4.6% | +3.5% |
| 30D | +12.5% | +13.1% | -0.6% | +12.0% |
| 3M | +9.6% | +3.4% | +6.2% | +9.4% |
| 6M | +25.3% | +18.7% | +6.6% | +24.2% |
| YTD | +40.3% | -2.3% | +42.6% | +39.8% |
| 1Y | +49.6% | +14.2% | +35.5% | +48.1% |
| 3Y | +110.8% | +133.6% | -22.8% | +99.9% |
| 5Y | +99.1% | +33.5% | +65.6% | +90.7% |
| All | +221.6% | -32.5% | +254.1% | +244.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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