+330.5%
CSCO vs JPM
+484.0%
-153.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.5% |
| 7D | -2.8% | -2.5% | -0.3% | -1.5% |
| 30D | -12.6% | +2.7% | -15.4% | -13.7% |
| 3M | -16.0% | -4.7% | -11.3% | -14.2% |
| 6M | +2.8% | +15.6% | -12.7% | -3.8% |
| YTD | +33.2% | +8.6% | +24.6% | +27.7% |
| 1Y | +43.1% | +10.9% | +32.2% | +35.5% |
| 3Y | +106.7% | +149.9% | -43.2% | +32.3% |
| 5Y | +103.6% | +131.9% | -28.4% | +32.1% |
| 10Y | +330.5% | +481.0% | -150.5% | +90.9% |
| All | +330.5% | +484.0% | -153.5% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling