+108.1%
CSCO vs JPM
+165.8%
-57.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.9% |
| 7D | -0.7% | +0.3% | -0.9% | -0.8% |
| 30D | -10.1% | -0.2% | -10.0% | -10.1% |
| 3M | -15.7% | +15.9% | -31.6% | -20.3% |
| 6M | +36.3% | +20.9% | +15.3% | +26.4% |
| YTD | +43.8% | +12.9% | +30.9% | +36.8% |
| 1Y | +63.9% | +20.3% | +43.6% | +51.4% |
| All | +108.1% | +165.8% | -57.7% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling