+8,682.5%
JNJ vs CTAS
+23,129.2%
-14,446.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | +2.7% | -1.8% | +4.5% | +3.0% |
| 30D | +7.4% | -0.2% | +7.6% | +7.4% |
| 3M | +21.2% | +11.7% | +9.5% | +18.6% |
| 6M | +13.4% | +0.7% | +12.7% | +12.9% |
| YTD | +35.1% | +7.4% | +27.7% | +32.9% |
| 1Y | +57.4% | -2.1% | +59.5% | +57.4% |
| 3Y | +86.8% | +62.9% | +23.8% | +68.6% |
| 5Y | +80.8% | +111.9% | -31.1% | +54.3% |
| 10Y | +202.7% | +652.2% | -449.4% | +101.6% |
| All | +8,682.5% | +23,129.2% | -14,446.8% | +3,165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling