+192.5%
JNJ vs CLX
-3.7%
+196.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -3.5% | -5.7% | +2.2% | -2.2% |
| 30D | +2.3% | -17.0% | +19.3% | +6.6% |
| 3M | +12.0% | -9.7% | +21.7% | +14.2% |
| 6M | +10.5% | -19.8% | +30.3% | +15.4% |
| YTD | +30.4% | -9.8% | +40.2% | +32.5% |
| 1Y | +52.1% | -26.2% | +78.3% | +61.4% |
| 3Y | +77.8% | -36.2% | +114.0% | +93.3% |
| 5Y | +82.9% | -38.3% | +121.2% | +97.1% |
| All | +192.5% | -3.7% | +196.2% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling