+202.0%
JNJ vs CVE
+161.7%
+40.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | +2.7% | +2.5% | +0.2% | +2.5% |
| 30D | +7.4% | +16.7% | -9.4% | +6.5% |
| 3M | +21.2% | +9.3% | +12.0% | +20.5% |
| 6M | +13.4% | +43.6% | -30.2% | +11.0% |
| YTD | +35.1% | +93.6% | -58.5% | +30.0% |
| 1Y | +57.4% | +98.8% | -41.3% | +51.1% |
| 3Y | +86.8% | +73.6% | +13.2% | +79.4% |
| 5Y | +80.8% | +312.5% | -231.7% | +61.3% |
| All | +202.0% | +161.7% | +40.3% | +153.0% |
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