+49.6%
JNJ vs CIFR
-58.8%
+108.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +0.7% |
| 7D | +3.5% | +4.8% | -1.4% | +3.6% |
| 30D | +12.5% | -31.0% | +43.5% | +11.5% |
| 3M | +9.6% | -58.7% | +68.3% | +7.1% |
| 6M | +25.3% | -67.7% | +93.0% | +21.9% |
| YTD | +40.3% | -53.5% | +93.8% | +36.9% |
| 1Y | +49.6% | -54.1% | +103.7% | +46.1% |
| All | +49.6% | -58.8% | +108.4% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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