+84.2%
JNJ vs CPNG
-49.8%
+134.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.3% |
| 7D | -3.5% | -1.1% | -2.4% | -3.5% |
| 30D | +2.3% | -7.4% | +9.7% | +2.4% |
| 3M | +12.0% | -12.3% | +24.3% | +12.1% |
| 6M | +10.5% | -19.4% | +29.9% | +10.7% |
| YTD | +30.4% | -35.9% | +66.3% | +31.1% |
| 1Y | +52.1% | -53.4% | +105.5% | +53.7% |
| 3Y | +77.8% | -20.0% | +97.8% | +77.3% |
| All | +84.2% | -49.8% | +134.0% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 5y: compounded portfolio wealth divided by compounded CPNG 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…
5y analysis · Full analysis span regression · 6 months rolling