+57.4%
JNJ vs CNI
+29.8%
+27.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +2.7% | -2.1% | +4.8% | +3.1% |
| 30D | +7.4% | -3.3% | +10.6% | +8.0% |
| 3M | +21.2% | +3.8% | +17.4% | +20.4% |
| 6M | +13.4% | +12.7% | +0.7% | +11.1% |
| YTD | +35.1% | +26.3% | +8.9% | +31.4% |
| 1Y | +57.4% | +29.9% | +27.5% | +52.7% |
| All | +57.4% | +29.8% | +27.7% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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