+124.0%
JPM vs C
+107.6%
+16.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.2% |
| 7D | -0.8% | -2.4% | +1.6% | +0.8% |
| 30D | +1.5% | -6.0% | +7.5% | +5.3% |
| 3M | -5.7% | -10.5% | +4.9% | +0.9% |
| 6M | +7.2% | -5.7% | +12.9% | +10.2% |
| YTD | +5.8% | +4.1% | +1.7% | +1.2% |
| 1Y | +8.8% | +20.5% | -11.7% | -5.4% |
| 3Y | +147.4% | +208.1% | -60.7% | +12.3% |
| All | +124.0% | +107.6% | +16.4% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling