+8,682.5%
JNJ vs CASY
+36,294.0%
-27,611.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +7.4% | -11.3% | +18.7% | +8.9% |
| 3M | +21.2% | -0.6% | +21.9% | +20.9% |
| 6M | +13.4% | +10.7% | +2.7% | +11.4% |
| YTD | +35.1% | +37.1% | -2.0% | +29.3% |
| 1Y | +57.4% | +52.3% | +5.1% | +48.5% |
| 3Y | +86.8% | +215.2% | -128.4% | +59.0% |
| 5Y | +80.8% | +276.5% | -195.7% | +49.5% |
| 10Y | +202.7% | +508.4% | -305.6% | +133.2% |
| All | +8,682.5% | +36,294.0% | -27,611.6% | +4,305.1% |
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