+16.1%
JPM vs CCL
+17.9%
-1.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.3% | -3.1% | +2.7% |
| 7D | +3.8% | +11.6% | -7.8% | +1.5% |
| 30D | +6.5% | +22.5% | -16.1% | +2.2% |
| 3M | -1.0% | +6.4% | -7.4% | -2.1% |
| 6M | +15.5% | +23.4% | -7.9% | +9.6% |
| YTD | +11.4% | +4.2% | +7.2% | +9.5% |
| 1Y | +16.1% | +21.9% | -5.8% | +8.2% |
| All | +16.1% | +17.9% | -1.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling