+57.4%
JNJ vs CRCL
-13.3%
+70.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.2% |
| 7D | +2.7% | +17.1% | -14.4% | +3.2% |
| 30D | +7.4% | +61.3% | -53.9% | +9.0% |
| 3M | +21.2% | +12.7% | +8.5% | +22.1% |
| 6M | +13.4% | -3.1% | +16.5% | +14.4% |
| YTD | +35.1% | +28.7% | +6.4% | +38.0% |
| 1Y | +57.4% | -13.1% | +70.6% | +60.6% |
| All | +57.4% | -13.3% | +70.7% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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