+6,025.8%
JNJ vs CPRT
+23,878.7%
-17,852.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.2% |
| 7D | +2.7% | +2.2% | +0.5% | +2.5% |
| 30D | +7.4% | +16.6% | -9.3% | +5.8% |
| 3M | +21.2% | +9.6% | +11.6% | +20.0% |
| 6M | +13.4% | -11.1% | +24.5% | +14.4% |
| YTD | +35.1% | -13.9% | +49.0% | +36.5% |
| 1Y | +57.4% | -32.5% | +90.0% | +62.6% |
| 3Y | +86.8% | -25.0% | +111.8% | +90.0% |
| 5Y | +80.8% | -7.4% | +88.2% | +79.0% |
| 10Y | +202.7% | +422.0% | -219.2% | +155.9% |
| All | +6,025.8% | +23,878.7% | -17,852.8% | +3,873.1% |
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