+1,033.9%
JNJ vs CNQ
+5,432.5%
-4,398.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +2.3% | +6.2% | -3.9% | +1.6% |
| 3M | +12.0% | +12.4% | -0.4% | +10.5% |
| 6M | +10.5% | +9.0% | +1.4% | +9.1% |
| YTD | +30.4% | +52.2% | -21.8% | +24.2% |
| 1Y | +52.1% | +65.0% | -12.9% | +43.5% |
| 3Y | +77.8% | +78.8% | -1.0% | +64.6% |
| 5Y | +82.9% | +286.0% | -203.1% | +52.7% |
| 10Y | +194.8% | +420.7% | -225.9% | +123.9% |
| All | +1,033.9% | +5,432.5% | -4,398.6% | +514.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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