+49.1%
JNJ vs CL
+26.2%
+22.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +4.1% | -0.8% | +4.9% | +4.4% |
| 30D | +14.0% | +9.5% | +4.6% | +10.3% |
| 3M | +9.2% | +6.6% | +2.6% | +6.5% |
| 6M | +27.8% | +13.2% | +14.5% | +22.6% |
| YTD | +39.2% | +26.9% | +12.3% | +33.1% |
| 1Y | +49.1% | +27.6% | +21.5% | +42.6% |
| All | +49.1% | +26.2% | +22.9% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling