+88.5%
JNJ vs CART
+39.2%
+49.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +5.5% | +0.3% | +5.2% | +5.5% |
| 30D | +7.4% | +22.4% | -15.0% | +7.4% |
| 3M | +7.8% | +15.6% | -7.9% | +7.8% |
| 6M | +28.2% | +44.9% | -16.7% | +28.4% |
| YTD | +37.9% | +30.0% | +7.9% | +38.2% |
| 1Y | +52.4% | +56.6% | -4.2% | +52.5% |
| 3Y | +107.7% | +131.9% | -24.3% | +102.7% |
| All | +88.5% | +39.2% | +49.3% | +84.6% |
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