+57.4%
JNJ vs CPB
-32.6%
+90.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -0.7% |
| 7D | +2.7% | -8.6% | +11.3% | +3.7% |
| 30D | +7.4% | -7.2% | +14.6% | +8.2% |
| 3M | +21.2% | +0.9% | +20.3% | +21.0% |
| 6M | +13.4% | -11.8% | +25.2% | +14.0% |
| YTD | +35.1% | -19.4% | +54.5% | +36.3% |
| 1Y | +57.4% | -30.4% | +87.8% | +59.3% |
| All | +57.4% | -32.6% | +90.0% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling