+162.6%
JPM vs CAPR
+42.0%
+120.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.4% |
| 7D | -0.4% | -9.5% | +9.1% | -0.3% |
| 30D | -1.1% | +121.5% | -122.6% | -1.8% |
| 3M | +14.1% | -65.4% | +79.5% | +14.5% |
| 6M | +23.3% | -67.5% | +90.8% | +23.7% |
| YTD | +11.3% | -68.6% | +79.9% | +11.6% |
| 1Y | +23.0% | +42.7% | -19.7% | +19.8% |
| 3Y | +162.6% | +43.4% | +119.2% | +143.2% |
| All | +162.6% | +42.0% | +120.5% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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