+8,714.1%
JNJ vs CASY
+33,031.0%
-24,317.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +1.1% | +1.1% | 0.0% | +1.0% |
| 30D | +6.9% | +8.7% | -1.8% | +5.8% |
| 3M | +8.0% | -17.3% | +25.3% | +10.3% |
| 6M | +24.3% | -19.7% | +44.0% | +26.9% |
| YTD | +35.6% | +24.8% | +10.8% | +31.0% |
| 1Y | +51.1% | +31.9% | +19.2% | +44.8% |
| 3Y | +98.3% | +155.4% | -57.1% | +73.2% |
| 5Y | +94.3% | +250.6% | -156.2% | +61.9% |
| 10Y | +214.9% | +556.8% | -341.9% | +140.6% |
| All | +8,714.1% | +33,031.0% | -24,317.0% | +4,363.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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