+78.8%
JNJ vs CAG
-37.6%
+116.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -3.0% | -6.6% | +3.7% | -1.5% |
| 30D | +2.5% | +2.3% | +0.2% | +1.9% |
| 3M | +13.2% | +16.3% | -3.1% | +9.2% |
| 6M | +11.3% | -16.0% | +27.3% | +15.0% |
| YTD | +31.1% | -7.7% | +38.8% | +32.3% |
| 1Y | +54.3% | -16.0% | +70.4% | +59.2% |
| All | +78.8% | -37.6% | +116.4% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling