+152.5%
JPM vs CAG
-41.8%
+194.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -0.4% | -6.6% | +6.2% | +0.5% |
| 30D | -1.4% | +2.3% | -3.7% | -1.8% |
| 3M | +13.9% | +16.3% | -2.4% | +11.2% |
| 6M | +23.5% | -16.0% | +39.6% | +26.5% |
| YTD | +11.6% | -7.7% | +19.3% | +12.1% |
| 1Y | +21.4% | -16.0% | +37.4% | +23.9% |
| 3Y | +163.4% | -37.7% | +201.1% | +182.5% |
| 5Y | +152.5% | -41.2% | +193.7% | +170.8% |
| All | +152.5% | -41.8% | +194.3% | +170.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling