+11.8%
CRM vs JPM
+162.9%
-151.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.7% |
| 7D | -4.4% | -0.7% | -3.8% | -4.2% |
| 30D | +28.1% | -2.5% | +30.6% | +29.1% |
| 3M | +48.8% | +14.1% | +34.7% | +41.4% |
| 6M | +28.3% | +25.1% | +3.2% | +16.9% |
| YTD | -6.0% | +12.1% | -18.1% | -10.3% |
| 1Y | +1.4% | +18.8% | -17.4% | -5.9% |
| 3Y | +11.8% | +163.4% | -151.6% | -30.4% |
| All | +11.8% | +162.9% | -151.0% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling