+161.6%
JPM vs CEG
+666.0%
-504.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +3.5% | +12.1% | -8.6% | +2.0% |
| 30D | +3.3% | +0.2% | +3.0% | +3.0% |
| 3M | -4.2% | +0.7% | -4.9% | -4.7% |
| 6M | +16.4% | +2.2% | +14.2% | +15.2% |
| YTD | +9.5% | -20.3% | +29.8% | +11.3% |
| 1Y | +14.0% | -16.1% | +30.1% | +14.8% |
| 3Y | +153.1% | +134.7% | +18.4% | +107.0% |
| All | +161.6% | +666.0% | -504.4% | +101.0% |
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