+2.6%
JCPB vs SPY
+79.8%
-77.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -0.9% | -2.0% | +1.1% | -0.7% |
| 30D | -0.9% | -1.7% | +0.7% | -0.8% |
| 3M | -1.0% | +4.7% | -5.7% | -1.3% |
| 6M | -1.8% | +12.5% | -14.3% | -2.7% |
| YTD | -0.7% | +11.7% | -12.4% | -1.5% |
| 1Y | +0.3% | +17.5% | -17.1% | -0.8% |
| 3Y | +16.1% | +76.6% | -60.4% | +11.1% |
| 5Y | +2.6% | +82.0% | -79.5% | -2.9% |
| All | +2.6% | +79.8% | -77.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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