+583.6%
JPM vs CB
+214.7%
+369.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.5% |
| 7D | -0.4% | -0.6% | +0.2% | 0.0% |
| 30D | -1.1% | -3.9% | +2.8% | +1.4% |
| 3M | +14.1% | +4.9% | +9.2% | +9.7% |
| 6M | +23.3% | +3.3% | +20.0% | +19.4% |
| YTD | +11.3% | +8.5% | +2.8% | +3.9% |
| 1Y | +23.0% | +22.1% | +0.9% | +5.5% |
| 3Y | +162.6% | +70.1% | +92.4% | +73.3% |
| 5Y | +152.8% | +97.4% | +55.4% | +46.8% |
| 10Y | +583.6% | +216.8% | +366.8% | +181.4% |
| All | +583.6% | +214.7% | +369.0% | +181.4% |
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