+135.3%
JPM vs CCL
+32.6%
+102.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.5% | -1.2% | +4.7% | +3.7% |
| 30D | +3.3% | +13.1% | -9.9% | +0.6% |
| 3M | -4.2% | +3.4% | -7.6% | -5.2% |
| 6M | +16.4% | +18.7% | -2.3% | +11.3% |
| YTD | +9.5% | -2.3% | +11.8% | +8.2% |
| 1Y | +14.0% | +14.2% | -0.2% | +8.8% |
| 3Y | +153.1% | +133.6% | +19.5% | +105.2% |
| All | +135.3% | +32.6% | +102.7% | +104.1% |
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