+220,352.3%
CSCO vs JPM
+12,382.5%
+207,969.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.9% |
| 6M | +36.3% | +20.9% | +15.3% | +25.3% |
| YTD | +43.8% | +12.9% | +30.9% | +35.9% |
| 1Y | +63.9% | +20.3% | +43.6% | +50.3% |
| 3Y | +104.4% | +160.9% | -56.6% | +33.2% |
| 5Y | +111.4% | +154.8% | -43.5% | +36.9% |
| 10Y | +361.7% | +591.1% | -229.4% | +88.1% |
| All | +220,352.3% | +12,382.5% | +207,969.8% | +21,853.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling