+196.5%
JNJ vs CLF
+116.4%
+80.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.7% |
| 7D | -3.0% | -2.7% | -0.3% | -2.8% |
| 30D | +2.5% | -3.2% | +5.7% | +2.6% |
| 3M | +13.2% | -5.0% | +18.2% | +13.2% |
| 6M | +11.3% | +26.6% | -15.3% | +9.5% |
| YTD | +31.1% | -9.0% | +40.1% | +30.7% |
| 1Y | +54.3% | +11.8% | +42.5% | +51.5% |
| 3Y | +81.1% | -15.1% | +96.2% | +77.4% |
| 5Y | +82.7% | -48.2% | +130.9% | +81.3% |
| 10Y | +196.5% | +127.6% | +68.9% | +145.2% |
| All | +196.5% | +116.4% | +80.1% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling