+192.5%
JNJ vs CNI
+138.2%
+54.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -3.5% | -0.4% | -3.1% | -3.4% |
| 30D | +2.3% | -2.7% | +5.0% | +3.0% |
| 3M | +12.0% | +3.9% | +8.1% | +10.8% |
| 6M | +10.5% | +16.4% | -5.9% | +5.9% |
| YTD | +30.4% | +25.8% | +4.6% | +22.1% |
| 1Y | +52.1% | +32.4% | +19.7% | +40.4% |
| 3Y | +77.8% | +19.1% | +58.7% | +66.9% |
| 5Y | +82.9% | +13.6% | +69.3% | +70.9% |
| All | +192.5% | +138.2% | +54.3% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling