+6,210.3%
JNJ vs CPRT
+22,652.0%
-16,441.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | +4.1% | -1.5% | +5.6% | +4.3% |
| 30D | +14.0% | +21.3% | -7.3% | +12.0% |
| 3M | +9.2% | +10.4% | -1.1% | +8.0% |
| 6M | +27.8% | -4.3% | +32.1% | +27.9% |
| YTD | +39.2% | -18.3% | +57.5% | +41.2% |
| 1Y | +49.1% | -22.5% | +71.6% | +52.0% |
| 3Y | +109.7% | -34.3% | +144.0% | +115.8% |
| 5Y | +97.6% | -17.8% | +115.3% | +97.6% |
| 10Y | +214.1% | +373.4% | -159.3% | +167.5% |
| All | +6,210.3% | +22,652.0% | -16,441.7% | +4,008.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling