+54.9%
JNJ vs CNP
+6.4%
+48.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.3% |
| 7D | -4.3% | -2.2% | -2.2% | -3.6% |
| 30D | +3.0% | -2.1% | +5.1% | +3.7% |
| 3M | +12.2% | -7.9% | +20.2% | +16.5% |
| 6M | +10.5% | -8.3% | +18.8% | +14.8% |
| YTD | +30.8% | +3.8% | +27.0% | +32.6% |
| 1Y | +54.9% | +5.9% | +49.1% | +57.0% |
| All | +54.9% | +6.4% | +48.5% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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