+8,682.5%
JNJ vs CNP
+1,826.3%
+6,856.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | +2.7% | +1.1% | +1.6% | +2.5% |
| 30D | +7.4% | -1.8% | +9.2% | +7.7% |
| 3M | +21.2% | -4.6% | +25.9% | +22.2% |
| 6M | +13.4% | -8.8% | +22.3% | +15.1% |
| YTD | +35.1% | +5.2% | +29.9% | +34.0% |
| 1Y | +57.4% | +8.3% | +49.1% | +55.3% |
| 3Y | +86.8% | +54.9% | +31.9% | +73.5% |
| 5Y | +80.8% | +73.5% | +7.3% | +64.5% |
| 10Y | +202.7% | +139.1% | +63.6% | +155.9% |
| All | +8,682.5% | +1,826.3% | +6,856.1% | +3,951.8% |
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