+1,415.3%
JNJ vs CLS
+3,265.4%
-1,850.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.2% |
| 7D | +2.7% | +4.6% | -1.9% | +2.4% |
| 30D | +7.4% | -13.9% | +21.3% | +8.0% |
| 3M | +21.2% | -26.6% | +47.8% | +22.5% |
| 6M | +13.4% | +15.4% | -2.0% | +11.1% |
| YTD | +35.1% | +5.7% | +29.5% | +32.8% |
| 1Y | +57.4% | +41.1% | +16.3% | +51.1% |
| 3Y | +86.8% | +1,228.6% | -1,141.8% | +48.9% |
| 5Y | +80.8% | +3,240.6% | -3,159.8% | +32.6% |
| 10Y | +202.7% | +2,760.3% | -2,557.6% | +117.3% |
| All | +1,415.3% | +3,265.4% | -1,850.1% | +649.6% |
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