+9,018.2%
JNJ vs CCL
+1,041.5%
+7,976.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +3.5% | -1.2% | +4.6% | +3.6% |
| 30D | +12.5% | +13.1% | -0.6% | +11.1% |
| 3M | +9.6% | +3.4% | +6.2% | +8.9% |
| 6M | +25.3% | +18.7% | +6.6% | +22.5% |
| YTD | +40.3% | -2.3% | +42.6% | +39.1% |
| 1Y | +49.6% | +14.2% | +35.5% | +45.8% |
| 3Y | +110.8% | +133.6% | -22.8% | +85.5% |
| 5Y | +99.1% | +33.5% | +65.6% | +78.0% |
| 10Y | +216.6% | -32.8% | +249.3% | +177.7% |
| All | +9,018.2% | +1,041.5% | +7,976.7% | +4,224.2% |
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