+54.3%
JNJ vs CDW
-13.5%
+67.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -3.0% | -4.2% | +1.3% | -2.9% |
| 30D | +2.5% | +4.9% | -2.3% | +2.5% |
| 3M | +13.2% | +7.3% | +6.0% | +13.1% |
| 6M | +11.3% | +19.2% | -7.9% | +11.6% |
| YTD | +31.1% | +6.2% | +24.9% | +31.1% |
| 1Y | +54.3% | -14.0% | +68.3% | +53.9% |
| All | +54.3% | -13.5% | +67.8% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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