+152.8%
JPM vs CAPR
+87.6%
+65.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | +14.1% | -65.4% | +79.5% | +14.6% |
| 6M | +23.3% | -67.5% | +90.8% | +23.8% |
| YTD | +11.3% | -68.6% | +79.9% | +11.7% |
| 1Y | +23.0% | +42.7% | -19.7% | +18.4% |
| 3Y | +162.6% | +43.4% | +119.2% | +138.0% |
| 5Y | +152.8% | +86.0% | +66.7% | +114.9% |
| All | +152.8% | +87.6% | +65.2% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling