+208.3%
JNJ vs CFG
+230.2%
-21.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +5.5% | +0.7% | +4.8% | +5.4% |
| 30D | +7.4% | +2.8% | +4.6% | +7.0% |
| 3M | +7.8% | -10.1% | +17.9% | +9.1% |
| 6M | +28.2% | +3.2% | +25.0% | +27.5% |
| YTD | +37.9% | +14.2% | +23.7% | +35.1% |
| 1Y | +52.4% | +27.4% | +25.0% | +47.2% |
| 3Y | +107.7% | +187.6% | -79.9% | +77.3% |
| 5Y | +96.5% | +65.7% | +30.8% | +78.4% |
| 10Y | +208.3% | +219.7% | -11.4% | +157.8% |
| All | +208.3% | +230.2% | -21.9% | +157.8% |
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