+193.4%
JNJ vs CCL
-42.0%
+235.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -4.3% | -4.3% | 0.0% | -4.2% |
| 30D | +3.0% | -19.0% | +22.0% | +3.9% |
| 3M | +12.2% | -13.1% | +25.3% | +12.7% |
| 6M | +10.5% | -13.3% | +23.8% | +10.8% |
| YTD | +30.8% | -25.2% | +56.0% | +31.8% |
| 1Y | +54.9% | -27.2% | +82.1% | +56.2% |
| 3Y | +80.7% | +49.2% | +31.4% | +74.6% |
| 5Y | +83.4% | +0.4% | +83.1% | +77.6% |
| All | +193.4% | -42.0% | +235.3% | +204.5% |
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