+162.3%
JPM vs CAG
-37.6%
+199.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -0.4% | -6.6% | +6.2% | -0.3% |
| 30D | -1.4% | +2.3% | -3.7% | -1.5% |
| 3M | +13.9% | +16.3% | -2.4% | +13.3% |
| 6M | +23.5% | -16.0% | +39.6% | +24.0% |
| YTD | +11.6% | -7.7% | +19.3% | +11.4% |
| 1Y | +21.4% | -16.0% | +37.4% | +21.8% |
| All | +162.3% | -37.6% | +199.9% | +164.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling