+49.7%
JNJ vs CRBG
+13.0%
+36.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -1.3% |
| 7D | -1.0% | -3.0% | +1.9% | -1.0% |
| 30D | +6.9% | -2.6% | +9.5% | +7.0% |
| 3M | +6.2% | +2.7% | +3.6% | +6.3% |
| 6M | +22.0% | +22.2% | -0.2% | +22.2% |
| YTD | +33.7% | +16.5% | +17.2% | +32.3% |
| 1Y | +49.7% | +16.9% | +32.8% | +48.7% |
| All | +49.7% | +13.0% | +36.7% | +48.7% |
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