+210.7%
JNJ vs CVE
+144.4%
+66.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +6.3% | -10.8% | +17.2% | +6.8% |
| 3M | +8.5% | -4.3% | +12.8% | +8.5% |
| 6M | +28.0% | -1.5% | +29.5% | +27.7% |
| YTD | +37.7% | +70.7% | -33.0% | +33.2% |
| 1Y | +47.9% | +58.1% | -10.2% | +43.6% |
| 3Y | +107.4% | +69.8% | +37.5% | +99.2% |
| 5Y | +97.7% | +148.9% | -51.2% | +82.4% |
| 10Y | +210.7% | +143.5% | +67.1% | +160.3% |
| All | +210.7% | +144.4% | +66.2% | +160.3% |
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