+80.0%
JNJ vs CLF
-48.3%
+128.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.2% |
| 7D | -0.8% | +6.5% | -7.3% | -0.9% |
| 30D | +4.3% | +0.2% | +4.1% | +4.3% |
| 3M | +16.5% | -3.1% | +19.6% | +16.4% |
| 6M | +13.1% | +25.0% | -11.9% | +12.2% |
| YTD | +32.1% | -7.5% | +39.6% | +31.9% |
| 1Y | +54.5% | +11.5% | +43.0% | +53.0% |
| 3Y | +82.5% | -13.7% | +96.2% | +80.5% |
| 5Y | +80.0% | -47.0% | +127.0% | +80.1% |
| All | +80.0% | -48.3% | +128.3% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling