+585.7%
JPM vs CCL
-42.0%
+627.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -2.3% | -4.3% | +2.0% | -1.2% |
| 30D | -2.3% | -19.0% | +16.6% | +3.0% |
| 3M | +14.9% | -13.1% | +28.0% | +18.4% |
| 6M | +23.6% | -13.3% | +36.9% | +26.4% |
| YTD | +11.3% | -25.2% | +36.5% | +17.8% |
| 1Y | +19.9% | -27.2% | +47.1% | +26.9% |
| 3Y | +162.6% | +49.2% | +113.4% | +122.0% |
| 5Y | +154.6% | +0.4% | +154.3% | +119.0% |
| All | +585.7% | -42.0% | +627.7% | +506.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling