+208.3%
JNJ vs CVE
+132.7%
+75.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +5.5% | -10.0% | +15.5% | +6.0% |
| 30D | +7.4% | -11.9% | +19.2% | +8.0% |
| 3M | +7.8% | -5.9% | +13.7% | +7.9% |
| 6M | +28.2% | -1.6% | +29.8% | +28.0% |
| YTD | +37.9% | +66.3% | -28.4% | +33.5% |
| 1Y | +52.4% | +57.5% | -5.1% | +48.0% |
| 3Y | +107.7% | +65.4% | +42.2% | +99.7% |
| 5Y | +96.5% | +144.2% | -47.6% | +81.5% |
| 10Y | +208.3% | +135.5% | +72.8% | +159.3% |
| All | +208.3% | +132.7% | +75.6% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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