+377.3%
CSCO vs JPM
+588.2%
-210.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -10.7% | -1.4% | -9.3% | -10.2% |
| 3M | -8.7% | +13.9% | -22.7% | -14.1% |
| 6M | +44.9% | +23.5% | +21.4% | +31.2% |
| YTD | +44.1% | +11.6% | +32.5% | +36.4% |
| 1Y | +65.9% | +21.4% | +44.5% | +50.4% |
| 3Y | +109.0% | +163.4% | -54.4% | +30.6% |
| 5Y | +114.8% | +152.5% | -37.8% | +33.8% |
| 10Y | +377.3% | +592.1% | -214.8% | +85.8% |
| All | +377.3% | +588.2% | -210.9% | +85.8% |
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 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