+61.0%
CSCO vs JPM
+21.4%
+39.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -1.1% | -2.3% | +1.3% | -0.5% |
| 30D | -10.8% | -2.3% | -8.4% | -10.2% |
| 3M | -9.2% | +14.9% | -24.1% | -12.1% |
| 6M | +39.5% | +23.6% | +15.9% | +32.0% |
| YTD | +41.5% | +11.3% | +30.2% | +36.1% |
| 1Y | +61.0% | +19.9% | +41.1% | +53.4% |
| All | +61.0% | +21.4% | +39.5% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling