+1,056.4%
JPM vs CAPR
-99.1%
+1,155.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +0.3% | -2.0% | +2.3% | +0.3% |
| 30D | -0.2% | +139.2% | -139.4% | -1.0% |
| 3M | +15.9% | -66.4% | +82.2% | +16.2% |
| 6M | +20.9% | -63.1% | +84.1% | +21.2% |
| YTD | +12.9% | -67.4% | +80.3% | +13.2% |
| 1Y | +20.3% | +58.2% | -37.9% | +17.1% |
| 3Y | +160.9% | +42.2% | +118.7% | +151.8% |
| 5Y | +154.8% | +87.3% | +67.6% | +144.5% |
| 10Y | +591.1% | -75.3% | +666.4% | +549.1% |
| All | +1,056.4% | -99.1% | +1,155.5% | +1,011.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling