+208.3%
JNJ vs CLF
+82.3%
+126.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -0.7% |
| 7D | +5.5% | -9.1% | +14.5% | +5.8% |
| 30D | +7.4% | -0.9% | +8.3% | +7.2% |
| 3M | +7.8% | +3.0% | +4.8% | +7.3% |
| 6M | +28.2% | +16.7% | +11.5% | +26.5% |
| YTD | +37.9% | -3.2% | +41.0% | +36.7% |
| 1Y | +52.4% | +24.6% | +27.8% | +49.1% |
| 3Y | +107.7% | -22.3% | +129.9% | +104.3% |
| 5Y | +96.5% | -41.2% | +137.7% | +93.5% |
| 10Y | +208.3% | +83.5% | +124.8% | +163.6% |
| All | +208.3% | +82.3% | +126.0% | +163.6% |
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