+95.0%
JNJ vs CVE
+142.8%
-47.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +1.1% | -16.1% | +17.2% | +1.1% |
| 30D | +6.9% | -10.4% | +17.3% | +6.8% |
| 3M | +8.0% | -2.4% | +10.4% | +7.9% |
| 6M | +24.3% | -4.4% | +28.7% | +24.1% |
| YTD | +35.6% | +64.9% | -29.3% | +34.6% |
| 1Y | +51.1% | +66.0% | -15.0% | +49.9% |
| 3Y | +98.3% | +57.7% | +40.6% | +95.8% |
| All | +95.0% | +142.8% | -47.8% | +89.7% |
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