+54.9%
JNJ vs CEG
-6.8%
+61.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.4% |
| 7D | -4.3% | +0.3% | -4.7% | -4.3% |
| 30D | +3.0% | +2.9% | +0.1% | +3.2% |
| 3M | +12.2% | +18.2% | -6.0% | +13.0% |
| 6M | +10.5% | -9.5% | +20.0% | +10.6% |
| YTD | +30.8% | -18.7% | +49.5% | +30.6% |
| 1Y | +54.9% | -10.1% | +65.1% | +57.3% |
| All | +54.9% | -6.8% | +61.7% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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