+52.1%
JNJ vs CCL
-26.6%
+78.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | -3.5% | -3.2% | -0.3% | -3.5% |
| 30D | +2.3% | -17.8% | +20.1% | +2.6% |
| 3M | +12.0% | -18.7% | +30.7% | +12.1% |
| 6M | +10.5% | -11.4% | +21.9% | +10.5% |
| YTD | +30.4% | -24.3% | +54.7% | +29.9% |
| 1Y | +52.1% | -28.8% | +80.9% | +46.9% |
| All | +52.1% | -26.6% | +78.8% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling