+585.7%
JPM vs CAG
-35.7%
+621.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.1% |
| 7D | -2.3% | -5.9% | +3.5% | -1.5% |
| 30D | -2.3% | -1.5% | -0.8% | -2.2% |
| 3M | +14.9% | +11.5% | +3.4% | +12.6% |
| 6M | +23.6% | -15.7% | +39.3% | +26.5% |
| YTD | +11.3% | -10.2% | +21.5% | +12.3% |
| 1Y | +19.9% | -18.1% | +38.0% | +22.7% |
| 3Y | +162.6% | -39.4% | +202.0% | +180.8% |
| 5Y | +154.6% | -42.6% | +197.2% | +174.7% |
| All | +585.7% | -35.7% | +621.4% | +621.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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