+196.5%
JNJ vs CPRT
+410.9%
-214.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.5% |
| 7D | -3.0% | -0.4% | -2.5% | -2.9% |
| 30D | +2.5% | +8.2% | -5.7% | +1.0% |
| 3M | +13.2% | +2.3% | +10.9% | +12.5% |
| 6M | +11.3% | -14.7% | +26.0% | +13.8% |
| YTD | +31.1% | -18.2% | +49.3% | +34.7% |
| 1Y | +54.3% | -33.4% | +87.7% | +64.1% |
| 3Y | +81.1% | -28.3% | +109.5% | +87.0% |
| 5Y | +82.7% | -9.8% | +92.6% | +77.0% |
| 10Y | +196.5% | +412.4% | -215.9% | +97.2% |
| All | +196.5% | +410.9% | -214.5% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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