+51.2%
JNJ vs CTAS
+25.6%
+25.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +3.4% |
| 7D | +1.9% | +7.6% | -5.7% | +0.7% |
| 30D | +9.2% | +17.2% | -8.0% | +6.3% |
| 3M | +8.9% | +12.8% | -3.8% | +6.6% |
| 6M | +24.6% | +38.0% | -13.4% | +19.0% |
| YTD | +35.7% | +22.7% | +13.0% | +29.4% |
| 1Y | +51.2% | +25.6% | +25.6% | +44.4% |
| All | +51.2% | +25.6% | +25.6% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling