+394.5%
JPM vs CARR
+425.9%
-31.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.9% |
| 7D | -0.4% | +0.6% | -1.1% | -0.6% |
| 30D | -1.4% | -8.7% | +7.2% | +1.2% |
| 3M | +13.9% | -18.4% | +32.3% | +20.3% |
| 6M | +23.5% | -0.6% | +24.1% | +22.3% |
| YTD | +11.6% | +10.9% | +0.7% | +6.6% |
| 1Y | +21.4% | -7.3% | +28.7% | +22.0% |
| 3Y | +163.4% | +2.9% | +160.5% | +150.0% |
| 5Y | +152.5% | +9.6% | +142.9% | +127.1% |
| All | +394.5% | +425.9% | -31.5% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling