+51.2%
JNJ vs CMG
+12.0%
+39.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.0% | +3.8% |
| 7D | +1.9% | +22.5% | -20.6% | +2.0% |
| 30D | +9.2% | +14.1% | -4.9% | +9.1% |
| 3M | +8.9% | +4.1% | +4.8% | +8.8% |
| 6M | +24.6% | +10.1% | +14.5% | +24.3% |
| YTD | +35.7% | -4.9% | +40.5% | +34.2% |
| 1Y | +51.2% | +10.9% | +40.3% | +50.5% |
| All | +51.2% | +12.0% | +39.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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