+82.7%
JNJ vs CLS
+3,586.2%
-3,503.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.7% |
| 7D | -3.0% | +20.1% | -23.1% | -2.3% |
| 30D | +2.5% | +6.0% | -3.5% | +2.8% |
| 3M | +13.2% | -10.3% | +23.5% | +13.2% |
| 6M | +11.3% | +24.5% | -13.2% | +12.2% |
| YTD | +31.1% | +12.9% | +18.3% | +32.1% |
| 1Y | +54.3% | +36.7% | +17.7% | +56.6% |
| 3Y | +81.1% | +1,328.1% | -1,246.9% | +83.8% |
| 5Y | +82.7% | +3,682.3% | -3,599.6% | +78.1% |
| All | +82.7% | +3,586.2% | -3,503.5% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling