+192.5%
JNJ vs CMG
+327.5%
-135.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.5% | -2.1% | -1.4% | -3.4% |
| 30D | +2.3% | +10.9% | -8.6% | +1.8% |
| 3M | +12.0% | +15.8% | -3.9% | +11.0% |
| 6M | +10.5% | +6.9% | +3.5% | +9.8% |
| YTD | +30.4% | -2.2% | +32.6% | +30.1% |
| 1Y | +52.1% | -7.1% | +59.2% | +52.0% |
| 3Y | +77.8% | -7.1% | +84.9% | +75.3% |
| 5Y | +82.9% | -4.8% | +87.7% | +78.5% |
| All | +192.5% | +327.5% | -135.0% | +151.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling