+153.1%
JPM vs CCL
+136.4%
+16.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.5% | -1.2% | +4.7% | +3.8% |
| 30D | +3.3% | +13.1% | -9.9% | +0.3% |
| 3M | -4.2% | +3.4% | -7.6% | -5.2% |
| 6M | +16.4% | +18.7% | -2.3% | +10.6% |
| YTD | +9.5% | -2.3% | +11.8% | +8.1% |
| 1Y | +14.0% | +14.2% | -0.2% | +7.9% |
| 3Y | +153.1% | +133.6% | +19.5% | +112.2% |
| All | +153.1% | +136.4% | +16.7% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling