+82.5%
JNJ vs CFG
+193.0%
-110.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -0.8% | +2.7% | -3.4% | -0.9% |
| 30D | +4.3% | -3.7% | +8.0% | +4.6% |
| 3M | +16.5% | +9.5% | +7.0% | +15.6% |
| 6M | +13.1% | +22.2% | -9.1% | +11.4% |
| YTD | +32.1% | +22.3% | +9.8% | +29.8% |
| 1Y | +54.5% | +39.4% | +15.0% | +50.1% |
| 3Y | +82.5% | +188.5% | -106.0% | +59.6% |
| All | +82.5% | +193.0% | -110.5% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling