+11,186.3%
JPM vs CAG
+604.9%
+10,581.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +0.3% | -3.8% | +4.1% | +1.4% |
| 30D | -0.2% | +3.1% | -3.3% | -1.3% |
| 3M | +15.9% | +23.5% | -7.6% | +7.8% |
| 6M | +20.9% | -14.8% | +35.8% | +25.8% |
| YTD | +12.9% | -5.4% | +18.3% | +13.1% |
| 1Y | +20.3% | -11.8% | +32.1% | +22.7% |
| 3Y | +160.9% | -36.7% | +197.6% | +190.1% |
| 5Y | +154.8% | -40.3% | +195.1% | +186.3% |
| 10Y | +591.1% | -37.0% | +628.1% | +609.4% |
| All | +11,186.3% | +604.9% | +10,581.4% | +4,185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling