+211.1%
JNJ vs CPRT
+386.2%
-175.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +5.5% | +4.0% | +1.5% | +4.8% |
| 30D | +7.4% | +18.2% | -10.8% | +4.5% |
| 3M | +7.8% | +9.2% | -1.4% | +5.9% |
| 6M | +28.2% | -4.8% | +33.1% | +28.6% |
| YTD | +37.9% | -17.5% | +55.4% | +41.1% |
| 1Y | +52.4% | -22.0% | +74.4% | +57.5% |
| 3Y | +107.7% | -33.7% | +141.4% | +117.6% |
| 5Y | +96.5% | -15.0% | +111.5% | +93.1% |
| All | +211.1% | +386.2% | -175.1% | +115.3% |
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