+192.5%
JNJ vs CRH
+253.3%
-60.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -3.5% | -6.1% | +2.6% | -2.7% |
| 30D | +2.3% | -9.3% | +11.6% | +3.6% |
| 3M | +12.0% | -15.2% | +27.2% | +14.2% |
| 6M | +10.5% | -14.2% | +24.7% | +12.2% |
| YTD | +30.4% | -28.3% | +58.6% | +35.5% |
| 1Y | +52.1% | -21.8% | +73.9% | +55.9% |
| 3Y | +77.8% | +71.6% | +6.2% | +56.9% |
| 5Y | +82.9% | +96.6% | -13.7% | +55.0% |
| All | +192.5% | +253.3% | -60.8% | +110.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling