+726.6%
JNJ vs CMG
+3,903.3%
-3,176.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.6% |
| 7D | -3.0% | -6.5% | +3.5% | -2.4% |
| 30D | +2.5% | +12.1% | -9.6% | +1.5% |
| 3M | +13.2% | +20.6% | -7.3% | +11.2% |
| 6M | +11.3% | +2.1% | +9.2% | +10.6% |
| YTD | +31.1% | -2.6% | +33.8% | +30.7% |
| 1Y | +54.3% | -8.7% | +63.0% | +54.2% |
| 3Y | +81.1% | -7.4% | +88.5% | +78.6% |
| 5Y | +82.7% | -5.7% | +88.4% | +77.8% |
| 10Y | +196.5% | +322.3% | -125.9% | +141.0% |
| All | +726.6% | +3,903.3% | -3,176.7% | +426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling