+221.6%
JNJ vs CFG
+216.2%
+5.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +3.5% | +3.2% | +0.3% | +3.0% |
| 30D | +12.5% | +5.1% | +7.4% | +11.8% |
| 3M | +9.6% | -11.2% | +20.8% | +11.1% |
| 6M | +25.3% | +9.6% | +15.8% | +23.7% |
| YTD | +40.3% | +15.0% | +25.3% | +37.3% |
| 1Y | +49.6% | +29.9% | +19.8% | +44.2% |
| 3Y | +110.8% | +192.1% | -81.3% | +79.5% |
| 5Y | +99.1% | +62.3% | +36.8% | +81.3% |
| All | +221.6% | +216.2% | +5.4% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling