+479.1%
JPM vs CB
+246.9%
+232.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -1.0% |
| 7D | +1.2% | +0.7% | +0.5% | +0.8% |
| 30D | +2.7% | +8.2% | -5.5% | -2.4% |
| 3M | -4.5% | +6.3% | -10.7% | -8.3% |
| 6M | +14.3% | +16.2% | -1.9% | +2.6% |
| YTD | +8.2% | +19.3% | -11.1% | -5.1% |
| 1Y | +10.0% | +29.2% | -19.2% | -8.7% |
| 3Y | +149.0% | +71.4% | +77.5% | +64.5% |
| 5Y | +131.0% | +104.2% | +26.8% | +32.0% |
| 10Y | +479.1% | +246.7% | +232.4% | +125.6% |
| All | +479.1% | +246.9% | +232.1% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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