+78.8%
JNJ vs CLBK
+51.6%
+27.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -3.0% | -1.5% | -1.5% | -2.9% |
| 30D | +2.5% | +6.7% | -4.2% | +2.1% |
| 3M | +13.2% | +21.2% | -7.9% | +11.9% |
| 6M | +11.3% | +42.0% | -30.7% | +9.0% |
| YTD | +31.1% | +63.3% | -32.1% | +27.4% |
| 1Y | +54.3% | +65.4% | -11.1% | +49.9% |
| All | +78.8% | +51.6% | +27.3% | +73.9% |
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