+8,714.1%
JNJ vs CL
+5,337.0%
+3,377.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.2% |
| 7D | +1.1% | +1.3% | -0.2% | +0.6% |
| 30D | +6.9% | +11.4% | -4.5% | +2.6% |
| 3M | +8.0% | +4.4% | +3.6% | +6.2% |
| 6M | +24.3% | +10.8% | +13.5% | +19.4% |
| YTD | +35.6% | +25.1% | +10.5% | +24.1% |
| 1Y | +51.1% | +28.0% | +23.1% | +37.0% |
| 3Y | +98.3% | +37.6% | +60.7% | +73.7% |
| 5Y | +94.3% | +39.7% | +54.6% | +68.4% |
| 10Y | +214.9% | +75.8% | +139.2% | +147.2% |
| All | +8,714.1% | +5,337.0% | +3,377.1% | +1,518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling