+82.7%
JNJ vs CTAS
+110.0%
-27.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -3.0% | +1.0% | -3.9% | -3.1% |
| 30D | +2.5% | -1.1% | +3.6% | +2.7% |
| 3M | +13.2% | +11.5% | +1.7% | +10.8% |
| 6M | +11.3% | +0.2% | +11.1% | +10.9% |
| YTD | +31.1% | +7.2% | +24.0% | +28.9% |
| 1Y | +54.3% | 0.0% | +54.3% | +53.7% |
| 3Y | +81.1% | +65.9% | +15.2% | +58.5% |
| 5Y | +82.7% | +109.6% | -26.8% | +48.8% |
| All | +82.7% | +110.0% | -27.3% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling