+83.4%
JNJ vs CLBK
+41.8%
+41.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -4.3% | -1.4% | -3.0% | -4.3% |
| 30D | +3.0% | +4.5% | -1.5% | +2.7% |
| 3M | +12.2% | +22.8% | -10.6% | +10.7% |
| 6M | +10.5% | +43.4% | -33.0% | +8.0% |
| YTD | +30.8% | +64.1% | -33.3% | +26.7% |
| 1Y | +54.9% | +67.6% | -12.6% | +49.9% |
| 3Y | +80.7% | +53.3% | +27.4% | +74.9% |
| 5Y | +83.4% | +44.8% | +38.6% | +79.4% |
| All | +83.4% | +41.8% | +41.6% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling