+192.5%
JNJ vs CMI
+516.5%
-323.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -3.5% | -0.7% | -2.8% | -3.4% |
| 30D | +2.3% | -12.4% | +14.7% | +4.5% |
| 3M | +12.0% | -14.8% | +26.8% | +14.4% |
| 6M | +10.5% | +0.8% | +9.7% | +8.7% |
| YTD | +30.4% | +10.2% | +20.2% | +25.6% |
| 1Y | +52.1% | +37.4% | +14.7% | +39.7% |
| 3Y | +77.8% | +153.3% | -75.5% | +39.4% |
| 5Y | +82.9% | +167.6% | -84.7% | +38.8% |
| All | +192.5% | +516.5% | -323.9% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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