+51.2%
JNJ vs CDE
+0.7%
+50.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.7% | -4.9% | +3.8% |
| 7D | +1.9% | +1.1% | +0.8% | +1.9% |
| 30D | +9.2% | -14.5% | +23.7% | +9.1% |
| 3M | +8.9% | -10.1% | +19.0% | +8.9% |
| 6M | +24.6% | -16.9% | +41.4% | +24.5% |
| YTD | +35.7% | -18.1% | +53.8% | +36.6% |
| 1Y | +51.2% | +5.6% | +45.6% | +51.4% |
| All | +51.2% | +0.7% | +50.5% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 1y: compounded portfolio wealth divided by compounded CDE 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…
1y analysis · Full analysis span regression · 6 months rolling