+8,682.5%
JNJ vs CCL
+813.5%
+7,869.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +2.7% | -5.0% | +7.7% | +3.2% |
| 30D | +7.4% | -20.3% | +27.7% | +9.8% |
| 3M | +21.2% | -15.1% | +36.4% | +22.9% |
| 6M | +13.4% | -15.1% | +28.5% | +14.5% |
| YTD | +35.1% | -21.8% | +56.9% | +37.3% |
| 1Y | +57.4% | -24.8% | +82.2% | +60.1% |
| 3Y | +86.8% | +51.9% | +34.9% | +72.0% |
| 5Y | +80.8% | +4.0% | +76.8% | +65.8% |
| 10Y | +202.7% | -42.2% | +245.0% | +168.9% |
| All | +8,682.5% | +813.5% | +7,869.0% | +4,168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling