+590.9%
JPM vs CDE
+61.6%
+529.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | -0.7% | -3.1% | +2.4% | -0.4% |
| 30D | -2.5% | +9.5% | -11.9% | -3.2% |
| 3M | +14.1% | +25.5% | -11.3% | +11.8% |
| 6M | +25.1% | -7.9% | +33.0% | +24.7% |
| YTD | +12.1% | +15.6% | -3.4% | +9.5% |
| 1Y | +18.8% | +34.0% | -15.2% | +14.2% |
| 3Y | +163.4% | +791.9% | -628.5% | +113.7% |
| 5Y | +156.5% | +197.7% | -41.2% | +118.4% |
| All | +590.9% | +61.6% | +529.3% | +431.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 10y: compounded portfolio wealth divided by compounded CDE 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…
10y analysis · Full analysis span regression · 6 months rolling