+459.5%
JPM vs C
+216.7%
+242.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +1.6% | +4.7% | -3.1% | -1.6% |
| 30D | +3.4% | +0.2% | +3.3% | +3.3% |
| 3M | -5.7% | -9.3% | +3.7% | +0.6% |
| 6M | +13.5% | -0.8% | +14.4% | +13.0% |
| YTD | +8.4% | +8.5% | -0.1% | +0.4% |
| 1Y | +9.1% | +23.1% | -14.0% | -7.7% |
| 3Y | +149.5% | +220.8% | -71.3% | +3.6% |
| 5Y | +132.6% | +112.4% | +20.2% | +27.9% |
| All | +459.5% | +216.7% | +242.8% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 10y: compounded portfolio wealth divided by compounded C 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…
10y analysis · Full analysis span regression · 6 months rolling