+5,648.9%
CRM vs JPM
+1,621.1%
+4,027.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -8.1% | -2.3% | -5.8% | -7.2% |
| 30D | +23.1% | -2.3% | +25.4% | +24.2% |
| 3M | +42.5% | +14.9% | +27.7% | +33.9% |
| 6M | +25.3% | +23.6% | +1.7% | +13.6% |
| YTD | -7.8% | +11.3% | -19.1% | -12.8% |
| 1Y | +1.0% | +19.9% | -18.9% | -7.6% |
| 3Y | +10.0% | +162.6% | -152.6% | -28.7% |
| 5Y | -3.9% | +154.6% | -158.5% | -37.5% |
| 10Y | +233.2% | +589.9% | -356.7% | +34.7% |
| All | +5,648.9% | +1,621.1% | +4,027.9% | +1,156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling