+89.4%
JNJ vs CART
+39.2%
+50.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.1% |
| 7D | +4.3% | +1.5% | +2.8% | +4.3% |
| 30D | +7.9% | +22.4% | -14.5% | +7.9% |
| 3M | +9.4% | +16.5% | -7.2% | +9.4% |
| 6M | +28.8% | +44.9% | -16.0% | +29.0% |
| YTD | +38.5% | +30.0% | +8.5% | +38.9% |
| 1Y | +54.6% | +59.1% | -4.5% | +54.7% |
| 3Y | +108.4% | +138.8% | -30.4% | +103.2% |
| All | +89.4% | +39.2% | +50.2% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling