+1,091.4%
JNJ vs CRL
+1,339.8%
-248.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.9% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +4.3% | +5.0% | -0.6% | +3.6% |
| 3M | +16.5% | +50.6% | -34.1% | +10.0% |
| 6M | +13.1% | +60.9% | -47.8% | +5.3% |
| YTD | +32.1% | +40.7% | -8.6% | +24.8% |
| 1Y | +54.5% | +73.3% | -18.8% | +41.4% |
| 3Y | +82.5% | +40.6% | +42.0% | +67.1% |
| 5Y | +80.0% | -37.0% | +117.0% | +82.0% |
| 10Y | +195.7% | +244.3% | -48.6% | +124.2% |
| All | +1,091.4% | +1,339.8% | -248.4% | +655.4% |
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 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