+8,682.5%
JNJ vs CLF
+714.0%
+7,968.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | +2.7% | +7.6% | -4.9% | +2.2% |
| 30D | +7.4% | -1.2% | +8.6% | +7.4% |
| 3M | +21.2% | -13.4% | +34.6% | +21.9% |
| 6M | +13.4% | +15.4% | -2.0% | +11.6% |
| YTD | +35.1% | -5.9% | +41.0% | +34.3% |
| 1Y | +57.4% | +18.8% | +38.6% | +53.2% |
| 3Y | +86.8% | -19.4% | +106.2% | +82.4% |
| 5Y | +80.8% | -47.7% | +128.5% | +78.2% |
| 10Y | +202.7% | +130.4% | +72.4% | +150.8% |
| All | +8,682.5% | +714.0% | +7,968.4% | +4,149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling