+83.7%
JNJ vs CVE
+317.2%
-233.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | +2.7% | +2.5% | +0.2% | +2.7% |
| 30D | +7.4% | +16.7% | -9.4% | +7.2% |
| 3M | +21.2% | +9.3% | +12.0% | +21.1% |
| 6M | +13.4% | +43.6% | -30.2% | +12.9% |
| YTD | +35.1% | +93.6% | -58.5% | +34.1% |
| 1Y | +57.4% | +98.8% | -41.3% | +56.2% |
| 3Y | +86.8% | +73.6% | +13.2% | +84.6% |
| All | +83.7% | +317.2% | -233.6% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling