+114.0%
CSCO vs JPM
+152.1%
-38.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -10.1% | -1.1% | -9.0% | -9.7% |
| 3M | -11.7% | +14.1% | -25.9% | -16.4% |
| 6M | +40.1% | +23.3% | +16.8% | +28.3% |
| YTD | +43.8% | +11.3% | +32.5% | +37.1% |
| 1Y | +66.6% | +23.0% | +43.6% | +51.7% |
| 3Y | +108.5% | +162.6% | -54.0% | +36.9% |
| 5Y | +114.0% | +152.8% | -38.8% | +33.2% |
| All | +114.0% | +152.1% | -38.2% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling