+13.4%
JNJ vs CVE
+47.9%
-34.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.2% |
| 7D | +2.7% | +2.5% | +0.2% | +2.8% |
| 30D | +7.4% | +16.7% | -9.4% | +7.8% |
| 3M | +21.2% | +9.3% | +12.0% | +20.5% |
| 6M | +13.4% | +43.6% | -30.2% | +14.9% |
| All | +13.4% | +47.9% | -34.5% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling