+25.3%
JNJ vs CIFR
-66.5%
+91.9%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +0.6% |
| 7D | +3.5% | +4.8% | -1.4% | +3.8% |
| 30D | +12.5% | -31.0% | +43.5% | +10.3% |
| 3M | +9.6% | -58.7% | +68.3% | +4.2% |
| 6M | +25.3% | -67.7% | +93.0% | +17.9% |
| All | +25.3% | -66.5% | +91.9% | +17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling