+208.3%
JNJ vs CL
+78.1%
+130.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +5.5% | +2.6% | +2.9% | +4.3% |
| 30D | +7.4% | +11.8% | -4.4% | +2.1% |
| 3M | +7.8% | +5.9% | +1.9% | +4.9% |
| 6M | +28.2% | +13.3% | +14.9% | +20.9% |
| YTD | +37.9% | +27.1% | +10.7% | +22.8% |
| 1Y | +52.4% | +28.0% | +24.4% | +35.2% |
| 3Y | +107.7% | +39.4% | +68.3% | +74.4% |
| 5Y | +96.5% | +40.8% | +55.8% | +62.8% |
| 10Y | +208.3% | +84.9% | +123.4% | +125.1% |
| All | +208.3% | +78.1% | +130.2% | +125.1% |
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