+82.7%
JNJ vs CNP
+70.6%
+12.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -3.0% | +0.7% | -3.6% | -3.2% |
| 30D | +2.5% | -0.1% | +2.6% | +2.5% |
| 3M | +13.2% | -5.6% | +18.9% | +15.3% |
| 6M | +11.3% | -7.5% | +18.8% | +13.9% |
| YTD | +31.1% | +5.5% | +25.6% | +29.2% |
| 1Y | +54.3% | +8.3% | +46.0% | +50.7% |
| 3Y | +81.1% | +51.8% | +29.4% | +59.3% |
| 5Y | +82.7% | +69.9% | +12.8% | +55.4% |
| All | +82.7% | +70.6% | +12.1% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling