+51.2%
JNJ vs CNI
+37.5%
+13.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.4% |
| 7D | +1.9% | +3.7% | -1.8% | +1.2% |
| 30D | +9.2% | +8.1% | +1.2% | +7.6% |
| 3M | +8.9% | +1.9% | +7.1% | +8.4% |
| 6M | +24.6% | +19.2% | +5.4% | +21.3% |
| YTD | +35.7% | +32.7% | +2.9% | +32.4% |
| 1Y | +51.2% | +37.0% | +14.2% | +47.8% |
| All | +51.2% | +37.5% | +13.7% | +47.8% |
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