+167.9%
JNJ vs CLBK
+66.9%
+101.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.8% | +1.1% | -1.9% | -0.9% |
| 30D | +4.3% | +7.8% | -3.5% | +3.2% |
| 3M | +16.5% | +23.9% | -7.4% | +13.0% |
| 6M | +13.1% | +42.3% | -29.2% | +7.7% |
| YTD | +32.1% | +65.4% | -33.3% | +23.0% |
| 1Y | +54.5% | +70.3% | -15.8% | +42.9% |
| 3Y | +82.5% | +54.5% | +28.1% | +68.6% |
| 5Y | +80.0% | +43.1% | +36.9% | +63.3% |
| All | +167.9% | +66.9% | +101.0% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling