+9,018.1%
JNJ vs CNP
+1,900.2%
+7,118.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +3.5% | +1.3% | +2.1% | +3.2% |
| 30D | +12.5% | +3.8% | +8.7% | +11.8% |
| 3M | +9.6% | +2.4% | +7.2% | +9.1% |
| 6M | +25.3% | -1.2% | +26.5% | +25.5% |
| YTD | +40.3% | +9.3% | +31.0% | +38.2% |
| 1Y | +49.6% | +6.4% | +43.2% | +48.0% |
| 3Y | +110.8% | +66.4% | +44.4% | +93.6% |
| 5Y | +99.1% | +75.7% | +23.4% | +80.8% |
| 10Y | +216.6% | +145.1% | +71.4% | +166.5% |
| All | +9,018.1% | +1,900.2% | +7,118.0% | +4,078.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling