+8,682.5%
JNJ vs CL
+4,870.0%
+3,812.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.6% |
| 7D | +2.7% | -2.2% | +4.9% | +3.5% |
| 30D | +7.4% | -4.8% | +12.2% | +9.4% |
| 3M | +21.2% | +4.9% | +16.3% | +19.0% |
| 6M | +13.4% | -5.7% | +19.1% | +15.6% |
| YTD | +35.1% | +14.4% | +20.8% | +28.0% |
| 1Y | +57.4% | +8.7% | +48.7% | +51.7% |
| 3Y | +86.8% | +30.0% | +56.8% | +67.2% |
| 5Y | +80.8% | +28.4% | +52.4% | +61.8% |
| 10Y | +202.7% | +50.1% | +152.7% | +151.8% |
| All | +8,682.5% | +4,870.0% | +3,812.5% | +1,568.5% |
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