+1,443.8%
JNJ vs CLS
+2,517.3%
-1,073.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.5% | -8.6% | -0.6% |
| 7D | +1.5% | +2.8% | -1.3% | +1.3% |
| 30D | +6.3% | -30.1% | +36.4% | +7.9% |
| 3M | +8.5% | -21.7% | +30.2% | +9.2% |
| 6M | +28.0% | -36.2% | +64.2% | +29.5% |
| YTD | +37.7% | -17.8% | +55.5% | +36.4% |
| 1Y | +47.9% | -26.8% | +74.7% | +47.1% |
| 3Y | +107.4% | +853.4% | -746.0% | +68.0% |
| 5Y | +97.7% | +2,005.0% | -1,907.3% | +48.9% |
| 10Y | +210.7% | +1,929.4% | -1,718.8% | +126.4% |
| All | +1,443.8% | +2,517.3% | -1,073.5% | +670.2% |
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