+95.3%
JNJ vs CPNG
-76.8%
+172.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.8% |
| 7D | -3.0% | -7.6% | +4.6% | -2.9% |
| 30D | +2.5% | -8.8% | +11.3% | +2.6% |
| 3M | +13.2% | -7.2% | +20.5% | +13.3% |
| 6M | +11.3% | -21.5% | +32.8% | +11.4% |
| YTD | +31.1% | -37.4% | +68.6% | +31.6% |
| 1Y | +54.3% | -54.3% | +108.7% | +55.3% |
| 3Y | +81.1% | -20.3% | +101.4% | +80.8% |
| 5Y | +82.7% | -51.2% | +133.9% | +79.6% |
| All | +95.3% | -76.8% | +172.1% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling