+8,399.1%
JNJ vs CDE
-89.9%
+8,489.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.9% | -0.2% |
| 7D | -4.3% | -6.1% | +1.7% | -4.3% |
| 30D | +3.0% | +9.5% | -6.4% | +2.9% |
| 3M | +12.2% | +32.0% | -19.8% | +11.7% |
| 6M | +10.5% | -12.8% | +23.3% | +10.5% |
| YTD | +30.8% | +14.2% | +16.6% | +30.2% |
| 1Y | +54.9% | +36.3% | +18.6% | +53.6% |
| 3Y | +80.7% | +821.4% | -740.7% | +73.0% |
| 5Y | +83.4% | +194.3% | -110.8% | +77.5% |
| 10Y | +195.7% | +53.2% | +142.5% | +183.2% |
| All | +8,399.1% | -89.9% | +8,489.0% | +7,674.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling