+221.6%
JNJ vs CTAS
+814.6%
-592.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +3.5% | +2.0% | +1.5% | +3.0% |
| 30D | +12.5% | +8.7% | +3.9% | +10.2% |
| 3M | +9.6% | +13.3% | -3.7% | +6.2% |
| 6M | +25.3% | +39.4% | -14.0% | +15.3% |
| YTD | +40.3% | +21.5% | +18.8% | +33.1% |
| 1Y | +49.6% | +21.9% | +27.8% | +41.8% |
| 3Y | +110.8% | +73.6% | +37.1% | +79.8% |
| 5Y | +99.1% | +116.2% | -17.1% | +58.5% |
| All | +221.6% | +814.6% | -592.9% | +93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling