+110.8%
JNJ vs CLBK
+54.0%
+56.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +3.5% | +0.9% | +2.6% | +3.4% |
| 30D | +12.5% | +3.4% | +9.1% | +12.3% |
| 3M | +9.6% | -4.3% | +13.8% | +9.8% |
| 6M | +25.3% | +28.4% | -3.0% | +23.5% |
| YTD | +40.3% | +59.4% | -19.1% | +36.7% |
| 1Y | +49.6% | +64.8% | -15.2% | +45.6% |
| 3Y | +110.8% | +50.6% | +60.2% | +107.8% |
| All | +110.8% | +54.0% | +56.8% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling