+192.5%
JNJ vs CPB
-45.3%
+237.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.5% | -1.8% | -1.7% | -3.2% |
| 30D | +2.3% | -7.1% | +9.4% | +3.7% |
| 3M | +12.0% | -6.0% | +18.0% | +13.1% |
| 6M | +10.5% | -5.3% | +15.7% | +11.2% |
| YTD | +30.4% | -20.8% | +51.2% | +36.0% |
| 1Y | +52.1% | -33.8% | +86.0% | +64.9% |
| 3Y | +77.8% | -43.7% | +121.5% | +98.4% |
| 5Y | +82.9% | -40.7% | +123.6% | +100.4% |
| All | +192.5% | -45.3% | +237.8% | +220.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling