+78.5%
JNJ vs CRCL
+30.9%
+47.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.3% |
| 7D | -4.3% | -12.5% | +8.2% | -4.5% |
| 30D | +3.0% | +26.9% | -23.9% | +3.5% |
| 3M | +12.2% | +14.4% | -2.2% | +12.7% |
| 6M | +10.5% | -23.5% | +34.0% | +10.6% |
| YTD | +30.8% | +13.9% | +16.9% | +31.9% |
| 1Y | +54.9% | -20.6% | +75.5% | +56.4% |
| All | +78.5% | +30.9% | +47.6% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling