+97.7%
JNJ vs CRL
-12.2%
+109.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +1.5% | +5.0% | -3.5% | +1.2% |
| 30D | +6.3% | +13.5% | -7.2% | +5.4% |
| 3M | +8.5% | +21.5% | -13.1% | +7.1% |
| 6M | +28.0% | +103.4% | -75.4% | +22.6% |
| YTD | +37.7% | +71.8% | -34.1% | +32.8% |
| 1Y | +47.9% | +97.5% | -49.6% | +41.4% |
| 3Y | +107.4% | +99.2% | +8.1% | +95.7% |
| 5Y | +97.7% | -12.1% | +109.9% | +85.7% |
| All | +97.7% | -12.2% | +109.9% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling