+1,165.0%
JNJ vs CRL
+1,633.2%
-468.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +3.5% | +0.1% | +3.3% | +3.4% |
| 30D | +12.5% | +11.9% | +0.6% | +10.6% |
| 3M | +9.6% | +20.2% | -10.6% | +6.5% |
| 6M | +25.3% | +107.5% | -82.2% | +12.9% |
| YTD | +40.3% | +69.4% | -29.1% | +28.8% |
| 1Y | +49.6% | +99.7% | -50.1% | +34.2% |
| 3Y | +110.8% | +98.8% | +12.0% | +83.5% |
| 5Y | +99.1% | -12.4% | +111.5% | +91.7% |
| 10Y | +216.6% | +352.9% | -136.3% | +130.8% |
| All | +1,165.0% | +1,633.2% | -468.2% | +679.8% |
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