+10,478.8%
JPM vs C
+1,032.0%
+9,446.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.1% |
| 7D | -0.8% | -2.4% | +1.6% | +0.7% |
| 30D | +1.5% | -6.0% | +7.5% | +5.0% |
| 3M | -5.7% | -10.5% | +4.9% | +0.4% |
| 6M | +7.2% | -5.7% | +12.9% | +10.2% |
| YTD | +5.8% | +4.1% | +1.7% | +2.0% |
| 1Y | +8.8% | +20.5% | -11.7% | -3.7% |
| 3Y | +147.4% | +208.1% | -60.7% | +24.7% |
| 5Y | +125.3% | +110.4% | +14.9% | +40.2% |
| 10Y | +540.5% | +234.6% | +305.9% | +199.5% |
| All | +10,478.8% | +1,032.0% | +9,446.8% | +2,378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling