+49.7%
JNJ vs CRH
-17.3%
+67.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | -1.2% |
| 7D | -1.0% | +5.3% | -6.4% | -1.2% |
| 30D | +6.9% | +14.2% | -7.3% | +6.4% |
| 3M | +6.2% | -4.2% | +10.4% | +6.1% |
| 6M | +22.0% | -14.5% | +36.5% | +22.0% |
| YTD | +33.7% | -22.7% | +56.4% | +32.2% |
| 1Y | +49.7% | -16.6% | +66.3% | +48.0% |
| All | +49.7% | -17.3% | +67.0% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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