+11,186.3%
JPM vs CCL
+813.5%
+10,372.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +0.3% | -5.0% | +5.3% | +2.1% |
| 30D | -0.2% | -20.3% | +20.2% | +8.0% |
| 3M | +15.9% | -15.1% | +31.0% | +21.8% |
| 6M | +20.9% | -15.1% | +36.1% | +25.4% |
| YTD | +12.9% | -21.8% | +34.7% | +19.8% |
| 1Y | +20.3% | -24.8% | +45.1% | +28.2% |
| 3Y | +160.9% | +51.9% | +109.1% | +102.1% |
| 5Y | +154.8% | +4.0% | +150.8% | +95.5% |
| 10Y | +591.1% | -42.2% | +633.3% | +402.3% |
| All | +11,186.3% | +813.5% | +10,372.8% | +3,048.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling