+1,008.6%
JPM vs CAPR
-99.0%
+1,107.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.4% | -7.2% | +2.2% |
| 7D | +0.4% | +36.0% | -35.6% | +0.2% |
| 30D | +2.7% | +25.8% | -23.1% | +2.5% |
| 3M | -3.8% | +140.8% | -144.7% | -4.7% |
| 6M | +14.3% | -67.6% | +81.9% | +14.6% |
| YTD | +8.2% | -65.9% | +74.1% | +8.4% |
| 1Y | +11.0% | +66.1% | -55.1% | +8.0% |
| 3Y | +152.7% | +256.9% | -104.2% | +142.2% |
| 5Y | +130.8% | +172.1% | -41.3% | +120.9% |
| 10Y | +506.0% | -64.7% | +570.7% | +468.7% |
| All | +1,008.6% | -99.0% | +1,107.6% | +964.4% |
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