-10.0%
CRM vs JPM
+17.0%
-27.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +2.2% |
| 7D | -6.2% | +3.8% | -10.0% | -6.2% |
| 30D | -1.2% | +6.5% | -7.6% | -1.2% |
| 3M | +19.1% | -1.0% | +20.1% | +19.1% |
| 6M | +23.0% | +15.5% | +7.4% | +21.0% |
| YTD | -13.7% | +11.4% | -25.1% | -13.2% |
| 1Y | -10.0% | +16.1% | -26.0% | -10.5% |
| All | -10.0% | +17.0% | -27.0% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling