+11,062.6%
JPM vs CDE
-89.6%
+11,152.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -0.4% | -2.0% | +1.5% | -0.3% |
| 30D | -1.4% | +15.7% | -17.1% | -2.4% |
| 3M | +13.9% | +30.5% | -16.6% | +11.7% |
| 6M | +23.5% | -7.4% | +30.9% | +23.2% |
| YTD | +11.6% | +17.9% | -6.3% | +9.3% |
| 1Y | +21.4% | +46.7% | -25.3% | +16.7% |
| 3Y | +163.4% | +851.3% | -687.9% | +119.9% |
| 5Y | +152.5% | +202.9% | -50.4% | +120.6% |
| 10Y | +592.1% | +58.2% | +533.9% | +486.9% |
| All | +11,062.6% | -89.6% | +11,152.2% | +9,229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling