+195.7%
JNJ vs CL
+51.8%
+143.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -0.8% | -1.4% | +0.6% | -0.1% |
| 30D | +4.3% | -5.2% | +9.5% | +6.8% |
| 3M | +16.5% | +3.3% | +13.2% | +14.8% |
| 6M | +13.1% | -4.4% | +17.5% | +15.1% |
| YTD | +32.1% | +13.9% | +18.2% | +23.9% |
| 1Y | +54.5% | +7.6% | +46.8% | +48.3% |
| 3Y | +82.5% | +29.6% | +53.0% | +58.6% |
| 5Y | +80.0% | +28.1% | +52.0% | +55.9% |
| 10Y | +195.7% | +53.4% | +142.3% | +132.1% |
| All | +195.7% | +51.8% | +143.8% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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