+51.1%
JNJ vs CSGP
-56.4%
+107.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.7% | +6.1% | +1.6% |
| 7D | +1.1% | +1.3% | -0.2% | +1.1% |
| 30D | +6.9% | +10.7% | -3.8% | +6.6% |
| 3M | +8.0% | +3.3% | +4.7% | +8.2% |
| 6M | +24.3% | -10.3% | +34.6% | +24.0% |
| YTD | +35.6% | -54.6% | +90.2% | +32.4% |
| 1Y | +51.1% | -54.6% | +105.7% | +47.5% |
| All | +51.1% | -56.4% | +107.5% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling