+1,473.2%
JNJ vs CLS
+2,489.5%
-1,016.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.1% |
| 7D | +3.5% | +16.3% | -12.8% | +2.6% |
| 30D | +12.5% | -25.7% | +38.2% | +13.9% |
| 3M | +9.6% | -30.9% | +40.4% | +11.1% |
| 6M | +25.3% | -35.5% | +60.8% | +26.7% |
| YTD | +40.3% | -18.7% | +59.0% | +39.1% |
| 1Y | +49.6% | -17.9% | +67.6% | +47.9% |
| 3Y | +110.8% | +838.1% | -727.3% | +70.9% |
| 5Y | +99.1% | +1,971.9% | -1,872.8% | +50.1% |
| 10Y | +216.6% | +1,907.9% | -1,691.3% | +130.8% |
| All | +1,473.2% | +2,489.5% | -1,016.3% | +685.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling