+162.6%
JPM vs CCL
+55.0%
+107.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -1.1% | -20.0% | +18.9% | +4.1% |
| 3M | +14.1% | -13.7% | +27.8% | +17.5% |
| 6M | +23.3% | -9.0% | +32.3% | +24.2% |
| YTD | +11.3% | -22.8% | +34.1% | +16.4% |
| 1Y | +23.0% | -25.3% | +48.3% | +29.0% |
| 3Y | +162.6% | +54.1% | +108.5% | +132.2% |
| All | +162.6% | +55.0% | +107.6% | +132.2% |
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