+124.0%
JPM vs CB
+101.1%
+22.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | 0.0% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +1.5% | +9.1% | -7.6% | -2.5% |
| 3M | -5.7% | +3.4% | -9.1% | -7.2% |
| 6M | +7.2% | +14.1% | -6.9% | 0.0% |
| YTD | +5.8% | +18.0% | -12.2% | -3.4% |
| 1Y | +8.8% | +30.1% | -21.4% | -5.8% |
| 3Y | +147.4% | +71.8% | +75.6% | +77.0% |
| All | +124.0% | +101.1% | +22.9% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling