+8,847.8%
JNJ vs CCL
+1,098.1%
+7,749.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.5% | -1.5% | +3.0% | +1.6% |
| 30D | +6.3% | +16.5% | -10.1% | +4.7% |
| 3M | +8.5% | +11.2% | -2.7% | +7.1% |
| 6M | +28.0% | +22.6% | +5.4% | +24.7% |
| YTD | +37.7% | +2.6% | +35.1% | +35.8% |
| 1Y | +47.9% | +17.0% | +31.0% | +43.8% |
| 3Y | +107.4% | +145.5% | -38.2% | +81.7% |
| 5Y | +97.7% | +36.1% | +61.6% | +76.6% |
| 10Y | +210.7% | -29.4% | +240.1% | +171.2% |
| All | +8,847.8% | +1,098.1% | +7,749.6% | +4,123.6% |
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