+58.0%
JNJ vs CVE
+103.8%
-45.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | +2.7% | +2.5% | +0.2% | +2.6% |
| 30D | +7.4% | +16.7% | -9.4% | +7.1% |
| 3M | +21.2% | +9.3% | +12.0% | +20.7% |
| 6M | +13.4% | +43.6% | -30.2% | +11.9% |
| YTD | +35.1% | +93.6% | -58.5% | +31.2% |
| All | +58.0% | +103.8% | -45.8% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling