+192.5%
JNJ vs CPAY
+155.2%
+37.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.5% | -2.0% | -1.5% | -3.2% |
| 30D | +2.3% | -0.4% | +2.7% | +2.3% |
| 3M | +12.0% | +16.4% | -4.4% | +9.4% |
| 6M | +10.5% | +23.5% | -13.1% | +6.6% |
| YTD | +30.4% | +35.7% | -5.3% | +23.4% |
| 1Y | +52.1% | +30.2% | +22.0% | +44.6% |
| 3Y | +77.8% | +49.7% | +28.1% | +61.6% |
| 5Y | +82.9% | +56.6% | +26.3% | +62.2% |
| All | +192.5% | +155.2% | +37.4% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling