+221.6%
JNJ vs CLS
+1,916.3%
-1,694.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +0.9% |
| 7D | +3.5% | +16.3% | -12.8% | +3.2% |
| 30D | +12.5% | -25.7% | +38.2% | +12.9% |
| 3M | +9.6% | -30.9% | +40.4% | +10.0% |
| 6M | +25.3% | -35.5% | +60.8% | +25.7% |
| YTD | +40.3% | -18.7% | +59.0% | +39.1% |
| 1Y | +49.6% | -17.9% | +67.6% | +48.1% |
| 3Y | +110.8% | +838.1% | -727.3% | +72.7% |
| 5Y | +99.1% | +1,971.9% | -1,872.8% | +47.4% |
| All | +221.6% | +1,916.3% | -1,694.6% | +114.3% |
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