+11,062.6%
JPM vs CAH
+14,635.5%
-3,572.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -0.4% | -2.2% | +1.8% | +0.4% |
| 30D | -1.4% | +1.2% | -2.6% | -1.9% |
| 3M | +13.9% | +13.1% | +0.8% | +8.8% |
| 6M | +23.5% | +8.5% | +15.1% | +19.4% |
| YTD | +11.6% | +17.6% | -6.0% | +4.2% |
| 1Y | +21.4% | +60.7% | -39.3% | +0.5% |
| 3Y | +163.4% | +183.2% | -19.7% | +74.9% |
| 5Y | +152.5% | +402.2% | -249.7% | +34.6% |
| 10Y | +592.1% | +302.3% | +289.8% | +275.6% |
| All | +11,062.6% | +14,635.5% | -3,572.9% | +2,668.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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