+159.5%
JPM vs CEG
+651.0%
-491.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | -2.5% | +11.8% | -14.3% | -3.9% |
| 30D | +2.7% | -6.5% | +9.2% | +3.4% |
| 3M | -4.7% | -1.2% | -3.5% | -5.0% |
| 6M | +15.6% | -8.0% | +23.6% | +15.9% |
| YTD | +8.6% | -21.9% | +30.5% | +10.6% |
| 1Y | +10.9% | -21.4% | +32.3% | +12.7% |
| 3Y | +149.9% | +130.0% | +19.9% | +105.0% |
| All | +159.5% | +651.0% | -491.6% | +99.9% |
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