+198,812.8%
CSCO vs JPM
+11,865.2%
+186,947.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | +1.2% | -5.9% | -5.1% |
| 30D | -17.1% | +2.7% | -19.8% | -18.0% |
| 3M | -19.6% | -4.5% | -15.2% | -18.0% |
| 6M | +2.4% | +14.3% | -11.9% | -3.4% |
| YTD | +29.8% | +8.2% | +21.6% | +24.9% |
| 1Y | +38.7% | +10.0% | +28.6% | +32.2% |
| 3Y | +101.3% | +149.0% | -47.6% | +34.1% |
| 5Y | +94.8% | +131.0% | -36.2% | +31.7% |
| 10Y | +324.2% | +479.1% | -154.9% | +86.4% |
| All | +198,812.8% | +11,865.2% | +186,947.6% | +20,073.4% |
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 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