+193.4%
JNJ vs CLS
+2,968.1%
-2,774.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.2% |
| 7D | -4.3% | +5.0% | -9.3% | -4.4% |
| 30D | +3.0% | +4.8% | -1.8% | +2.9% |
| 3M | +12.2% | -10.4% | +22.6% | +12.3% |
| 6M | +10.5% | +20.8% | -10.3% | +9.0% |
| YTD | +30.8% | +10.0% | +20.8% | +29.2% |
| 1Y | +54.9% | +28.5% | +26.4% | +51.8% |
| 3Y | +80.7% | +1,292.2% | -1,211.6% | +46.3% |
| 5Y | +83.4% | +3,616.8% | -3,533.4% | +30.9% |
| All | +193.4% | +2,968.1% | -2,774.7% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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