+219.1%
JNJ vs CHRW
+128.5%
+90.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +4.1% | +4.7% | -0.6% | +3.6% |
| 30D | +14.0% | -2.6% | +16.6% | +14.2% |
| 3M | +9.2% | -8.0% | +17.2% | +9.9% |
| 6M | +27.8% | -19.0% | +46.8% | +29.9% |
| YTD | +39.2% | -15.5% | +54.7% | +39.6% |
| 1Y | +49.1% | -10.8% | +60.0% | +48.4% |
| 3Y | +109.7% | +79.8% | +29.9% | +83.6% |
| 5Y | +97.6% | +59.3% | +38.3% | +72.7% |
| All | +219.1% | +128.5% | +90.6% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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