+396.6%
JPM vs CARR
+421.5%
-24.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.3% |
| 7D | -0.7% | -3.8% | +3.1% | +0.4% |
| 30D | -2.5% | -8.9% | +6.5% | +0.2% |
| 3M | +14.1% | -17.3% | +31.5% | +20.1% |
| 6M | +25.1% | -1.4% | +26.5% | +24.1% |
| YTD | +12.1% | +10.0% | +2.1% | +7.3% |
| 1Y | +18.8% | -6.4% | +25.2% | +19.0% |
| 3Y | +163.4% | +1.5% | +161.9% | +150.9% |
| 5Y | +156.5% | +9.3% | +147.2% | +131.0% |
| All | +396.6% | +421.5% | -24.9% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling