+166.7%
JPM vs CEG
+703.5%
-536.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.6% |
| 7D | -0.4% | +1.3% | -1.8% | -0.6% |
| 30D | -1.4% | +8.8% | -10.3% | -2.6% |
| 3M | +13.9% | +17.0% | -3.0% | +11.4% |
| 6M | +23.5% | -8.7% | +32.3% | +24.2% |
| YTD | +11.6% | -16.4% | +28.1% | +13.2% |
| 1Y | +21.4% | -1.8% | +23.1% | +19.8% |
| 3Y | +163.4% | +175.8% | -12.3% | +110.1% |
| All | +166.7% | +703.5% | -536.8% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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