+25.3%
JNJ vs CLS
-36.8%
+62.1%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +0.3% |
| 7D | +3.5% | +16.3% | -12.8% | +5.0% |
| 30D | +12.5% | -25.7% | +38.2% | +9.1% |
| 3M | +9.6% | -30.9% | +40.4% | +5.7% |
| 6M | +25.3% | -35.5% | +60.8% | +21.0% |
| All | +25.3% | -36.8% | +62.1% | +21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling