+80.0%
JNJ vs CPRT
-9.0%
+89.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.9% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | +4.3% | +9.9% | -5.6% | +3.5% |
| 3M | +16.5% | +5.6% | +10.9% | +15.8% |
| 6M | +13.1% | -13.6% | +26.8% | +14.1% |
| YTD | +32.1% | -16.7% | +48.9% | +33.4% |
| 1Y | +54.5% | -33.1% | +87.6% | +59.0% |
| 3Y | +82.5% | -27.1% | +109.6% | +84.1% |
| 5Y | +80.0% | -9.9% | +89.9% | +71.7% |
| All | +80.0% | -9.0% | +89.0% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling