+11.0%
JCPI vs SPY
+82.3%
-71.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | -1.3% | -1.1% | -0.2% | -1.2% |
| 3M | -1.6% | +3.9% | -5.4% | -1.8% |
| 6M | -1.1% | +13.6% | -14.7% | -1.9% |
| YTD | -0.2% | +12.7% | -12.9% | -1.0% |
| 1Y | -0.7% | +17.5% | -18.2% | -1.8% |
| 3Y | +15.3% | +76.9% | -61.6% | +10.4% |
| All | +11.0% | +82.3% | -71.3% | +4.5% |
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