+11.3%
JNJ vs CPAY
+30.2%
-19.0%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.8% |
| 7D | -3.0% | -2.5% | -0.5% | -2.9% |
| 30D | +2.5% | +1.3% | +1.2% | +2.6% |
| 3M | +13.2% | +13.5% | -0.2% | +13.2% |
| 6M | +11.3% | +24.7% | -13.4% | +11.2% |
| All | +11.3% | +30.2% | -19.0% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling