+106.8%
JNJ vs CDW
-14.3%
+121.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | +1.5% | +2.6% | -1.1% | +1.4% |
| 30D | +6.3% | +20.4% | -14.1% | +6.1% |
| 3M | +8.5% | +28.5% | -20.0% | +8.2% |
| 6M | +28.0% | +70.6% | -42.6% | +27.6% |
| YTD | +37.7% | +29.1% | +8.6% | +37.2% |
| 1Y | +47.9% | +23.8% | +24.1% | +47.5% |
| All | +106.8% | -14.3% | +121.1% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling