+135.3%
JPM vs CAG
-41.0%
+176.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.8% |
| 7D | +3.5% | -3.3% | +6.8% | +3.9% |
| 30D | +3.3% | +7.7% | -4.4% | +2.2% |
| 3M | -4.2% | -3.2% | -1.0% | -4.0% |
| 6M | +16.4% | +7.0% | +9.4% | +14.8% |
| YTD | +9.5% | -9.0% | +18.5% | +10.0% |
| 1Y | +14.0% | -9.6% | +23.6% | +14.6% |
| 3Y | +153.1% | -36.0% | +189.1% | +167.1% |
| All | +135.3% | -41.0% | +176.3% | +150.5% |
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