+583.6%
JPM vs C
+289.2%
+294.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | -0.4% | +3.2% | -3.6% | -2.5% |
| 30D | -1.1% | +1.3% | -2.4% | -2.1% |
| 3M | +14.1% | +3.1% | +11.0% | +11.1% |
| 6M | +23.3% | +29.6% | -6.3% | +1.7% |
| YTD | +11.3% | +19.0% | -7.7% | -3.1% |
| 1Y | +23.0% | +45.6% | -22.7% | -7.5% |
| 3Y | +162.6% | +269.3% | -106.7% | -1.4% |
| 5Y | +152.8% | +131.6% | +21.2% | +31.0% |
| 10Y | +583.6% | +286.5% | +297.1% | +122.2% |
| All | +583.6% | +289.2% | +294.4% | +122.2% |
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