+335.7%
CSCO vs JPM
+475.8%
-140.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +6.6% | +1.6% | +4.9% | +5.8% |
| 30D | -11.3% | +3.4% | -14.8% | -12.7% |
| 3M | -17.3% | -5.7% | -11.7% | -15.1% |
| 6M | +3.5% | +13.5% | -10.0% | -2.4% |
| YTD | +34.9% | +8.4% | +26.4% | +29.4% |
| 1Y | +40.5% | +9.1% | +31.4% | +34.0% |
| 3Y | +109.3% | +149.5% | -40.2% | +33.9% |
| 5Y | +105.9% | +132.6% | -26.7% | +33.3% |
| All | +335.7% | +475.8% | -140.1% | +93.0% |
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