+1,897.9%
JNJ vs CHRW
+3,791.5%
-1,893.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.5% | +7.3% | -3.8% | +2.4% |
| 30D | +12.5% | -3.6% | +16.1% | +12.9% |
| 3M | +9.6% | -9.6% | +19.2% | +10.7% |
| 6M | +25.3% | -17.0% | +42.3% | +27.5% |
| YTD | +40.3% | -15.4% | +55.7% | +41.3% |
| 1Y | +49.6% | -10.0% | +59.6% | +49.2% |
| 3Y | +110.8% | +82.2% | +28.6% | +84.8% |
| 5Y | +99.1% | +59.4% | +39.8% | +75.7% |
| 10Y | +216.6% | +129.7% | +86.8% | +158.3% |
| All | +1,897.9% | +3,791.5% | -1,893.6% | +958.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling