+193.4%
JNJ vs CRL
+249.3%
-56.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -4.3% | -6.9% | +2.6% | -3.4% |
| 30D | +3.0% | -3.2% | +6.2% | +3.4% |
| 3M | +12.2% | +46.5% | -34.3% | +6.5% |
| 6M | +10.5% | +63.1% | -52.7% | +2.8% |
| YTD | +30.8% | +36.9% | -6.1% | +24.2% |
| 1Y | +54.9% | +78.1% | -23.2% | +41.2% |
| 3Y | +80.7% | +36.7% | +44.0% | +66.1% |
| 5Y | +83.4% | -38.1% | +121.5% | +95.1% |
| All | +193.4% | +249.3% | -56.0% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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