+1,008.5%
JPM vs CAPR
-99.1%
+1,107.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.9% | +9.9% | +0.1% |
| 7D | +1.2% | +7.6% | -6.4% | +1.1% |
| 30D | +2.7% | +13.3% | -10.6% | +2.6% |
| 3M | -4.5% | +130.4% | -134.8% | -5.2% |
| 6M | +14.3% | -70.8% | +85.1% | +14.7% |
| YTD | +8.2% | -69.3% | +77.5% | +8.4% |
| 1Y | +10.0% | +59.5% | -49.5% | +7.1% |
| 3Y | +149.0% | +216.8% | -67.8% | +138.8% |
| 5Y | +131.0% | +152.7% | -21.7% | +121.2% |
| 10Y | +479.1% | -68.2% | +547.3% | +443.9% |
| All | +1,008.5% | -99.1% | +1,107.6% | +965.2% |
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 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