+52.1%
JNJ vs CHRW
+21.9%
+30.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.5% | +3.5% | -7.0% | -3.6% |
| 30D | +2.3% | +4.6% | -2.3% | +2.2% |
| 3M | +12.0% | -19.7% | +31.7% | +12.1% |
| 6M | +10.5% | -12.4% | +22.9% | +10.7% |
| YTD | +30.4% | -3.9% | +34.3% | +29.5% |
| 1Y | +52.1% | +18.4% | +33.8% | +49.3% |
| All | +52.1% | +21.9% | +30.2% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling