+1,141.4%
JNJ vs CRL
+1,657.4%
-516.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.5% | +5.0% | -3.5% | +0.8% |
| 30D | +6.3% | +13.5% | -7.2% | +4.3% |
| 3M | +8.5% | +21.5% | -13.1% | +5.3% |
| 6M | +28.0% | +103.4% | -75.4% | +15.5% |
| YTD | +37.7% | +71.8% | -34.1% | +26.2% |
| 1Y | +47.9% | +97.5% | -49.6% | +32.9% |
| 3Y | +107.4% | +99.2% | +8.1% | +80.5% |
| 5Y | +97.7% | -12.1% | +109.9% | +90.3% |
| 10Y | +210.7% | +359.2% | -148.5% | +126.1% |
| All | +1,141.4% | +1,657.4% | -516.0% | +663.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling