+23.0%
JPM vs C
+45.7%
-22.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -0.4% | +3.2% | -3.6% | -2.0% |
| 30D | -1.1% | +1.3% | -2.4% | -1.8% |
| 3M | +14.1% | +3.1% | +11.0% | +11.8% |
| 6M | +23.3% | +29.6% | -6.3% | +5.9% |
| YTD | +11.3% | +19.0% | -7.7% | +0.2% |
| 1Y | +23.0% | +45.6% | -22.7% | +0.3% |
| All | +23.0% | +45.7% | -22.7% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling