+152.5%
JPM vs CCL
+1.3%
+151.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | -0.4% | -4.4% | +4.0% | +0.5% |
| 30D | -1.4% | -18.2% | +16.8% | +2.7% |
| 3M | +13.9% | -17.7% | +31.7% | +18.1% |
| 6M | +23.5% | -13.0% | +36.5% | +25.7% |
| YTD | +11.6% | -24.5% | +36.1% | +16.7% |
| 1Y | +21.4% | -26.9% | +48.3% | +27.1% |
| 3Y | +163.4% | +50.8% | +112.7% | +132.8% |
| 5Y | +152.5% | -0.9% | +153.4% | +135.7% |
| All | +152.5% | +1.3% | +151.2% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling