+8,847.8%
JNJ vs CASY
+34,306.4%
-25,458.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.4% |
| 7D | +1.5% | +5.8% | -4.3% | +0.8% |
| 30D | +6.3% | +10.7% | -4.4% | +5.0% |
| 3M | +8.5% | -13.9% | +22.3% | +10.2% |
| 6M | +28.0% | -18.4% | +46.4% | +30.5% |
| YTD | +37.7% | +29.6% | +8.0% | +32.3% |
| 1Y | +47.9% | +32.8% | +15.1% | +41.6% |
| 3Y | +107.4% | +162.3% | -54.9% | +80.5% |
| 5Y | +97.7% | +265.0% | -167.3% | +63.9% |
| 10Y | +210.7% | +555.4% | -344.7% | +137.2% |
| All | +8,847.8% | +34,306.4% | -25,458.6% | +4,409.8% |
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