+57.4%
JNJ vs CRBG
+3.6%
+53.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | +2.7% | +5.7% | -3.0% | +2.7% |
| 30D | +7.4% | +2.6% | +4.8% | +7.4% |
| 3M | +21.2% | +31.6% | -10.4% | +21.4% |
| 6M | +13.4% | +32.8% | -19.4% | +13.5% |
| YTD | +35.1% | +16.5% | +18.7% | +34.1% |
| 1Y | +57.4% | +6.1% | +51.4% | +56.4% |
| All | +57.4% | +3.6% | +53.9% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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