+124.5%
JNJ vs CIFR
+78.3%
+46.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.3% | -1.1% |
| 7D | +2.7% | +16.9% | -14.3% | +2.8% |
| 30D | +7.4% | -5.2% | +12.6% | +7.4% |
| 3M | +21.2% | -30.6% | +51.8% | +21.2% |
| 6M | +13.4% | +10.6% | +2.8% | +13.6% |
| YTD | +35.1% | +20.2% | +14.9% | +35.4% |
| 1Y | +57.4% | +139.7% | -82.3% | +58.1% |
| 3Y | +86.8% | +489.4% | -402.6% | +87.2% |
| 5Y | +80.8% | +54.4% | +26.4% | +81.1% |
| All | +124.5% | +78.3% | +46.3% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling