+82.7%
JNJ vs CRL
-37.6%
+120.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -3.0% | -4.6% | +1.6% | -2.7% |
| 30D | +2.5% | +0.5% | +2.0% | +2.5% |
| 3M | +13.2% | +46.6% | -33.4% | +10.7% |
| 6M | +11.3% | +57.3% | -46.0% | +8.1% |
| YTD | +31.1% | +39.5% | -8.4% | +28.2% |
| 1Y | +54.3% | +76.9% | -22.5% | +48.4% |
| 3Y | +81.1% | +39.4% | +41.8% | +74.2% |
| 5Y | +82.7% | -37.2% | +119.9% | +80.4% |
| All | +82.7% | -37.6% | +120.3% | +80.4% |
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