+6,957.8%
JPM vs CB
+6,559.4%
+398.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.1% |
| 7D | +0.3% | +0.5% | -0.2% | 0.0% |
| 30D | -0.2% | -3.1% | +2.9% | +1.5% |
| 3M | +15.9% | +9.0% | +6.9% | +10.1% |
| 6M | +20.9% | +2.9% | +18.1% | +18.3% |
| YTD | +12.9% | +10.1% | +2.8% | +6.3% |
| 1Y | +20.3% | +22.8% | -2.5% | +6.5% |
| 3Y | +160.9% | +73.8% | +87.1% | +89.4% |
| 5Y | +154.8% | +99.2% | +55.7% | +71.0% |
| 10Y | +591.1% | +218.2% | +372.9% | +262.0% |
| All | +6,957.8% | +6,559.4% | +398.4% | +1,526.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling