+193.4%
JNJ vs CFG
+311.8%
-118.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -4.3% | -1.7% | -2.6% | -4.1% |
| 30D | +3.0% | -4.6% | +7.6% | +3.6% |
| 3M | +12.2% | +7.9% | +4.3% | +11.1% |
| 6M | +10.5% | +19.9% | -9.4% | +7.8% |
| YTD | +30.8% | +21.7% | +9.1% | +27.1% |
| 1Y | +54.9% | +38.4% | +16.5% | +48.0% |
| 3Y | +80.7% | +187.0% | -106.4% | +54.2% |
| 5Y | +83.4% | +99.5% | -16.1% | +62.0% |
| All | +193.4% | +311.8% | -118.5% | +124.0% |
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