+78.0%
JNJ vs CRCL
+31.3%
+46.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -3.5% | -11.2% | +7.7% | -3.7% |
| 30D | +2.3% | +27.1% | -24.8% | +2.8% |
| 3M | +12.0% | +9.6% | +2.3% | +12.4% |
| 6M | +10.5% | -19.7% | +30.2% | +10.7% |
| YTD | +30.4% | +14.2% | +16.1% | +31.6% |
| 1Y | +52.1% | -32.2% | +84.4% | +53.8% |
| All | +78.0% | +31.3% | +46.7% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling