+8,399.1%
JNJ vs CMI
+19,388.4%
-10,989.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -4.3% | +0.8% | -5.2% | -4.5% |
| 30D | +3.0% | -12.8% | +15.8% | +5.0% |
| 3M | +12.2% | -12.4% | +24.7% | +13.9% |
| 6M | +10.5% | -0.9% | +11.3% | +9.7% |
| YTD | +30.8% | +8.9% | +21.9% | +27.7% |
| 1Y | +54.9% | +37.7% | +17.2% | +45.8% |
| 3Y | +80.7% | +148.9% | -68.2% | +53.9% |
| 5Y | +83.4% | +164.4% | -80.9% | +53.2% |
| 10Y | +195.7% | +506.9% | -311.3% | +114.8% |
| All | +8,399.1% | +19,388.4% | -10,989.3% | +3,288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling