+251.9%
JNJ vs CFG
+396.4%
-144.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | +2.7% | +1.5% | +1.1% | +2.5% |
| 30D | +7.4% | -3.8% | +11.2% | +7.9% |
| 3M | +21.2% | +11.5% | +9.7% | +19.4% |
| 6M | +13.4% | +19.2% | -5.8% | +10.6% |
| YTD | +35.1% | +23.7% | +11.4% | +30.9% |
| 1Y | +57.4% | +38.8% | +18.6% | +50.0% |
| 3Y | +86.8% | +178.9% | -92.1% | +58.9% |
| 5Y | +80.8% | +101.8% | -21.0% | +58.4% |
| 10Y | +202.7% | +317.3% | -114.5% | +119.4% |
| All | +251.9% | +396.4% | -144.5% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling