+149.0%
JPM vs CEG
+124.8%
+24.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.3% |
| 7D | +1.2% | +1.7% | -0.4% | +0.9% |
| 30D | +2.7% | -10.2% | +12.9% | +3.7% |
| 3M | -4.5% | -0.8% | -3.6% | -4.8% |
| 6M | +14.3% | -11.5% | +25.8% | +15.1% |
| YTD | +8.2% | -23.9% | +32.1% | +10.1% |
| 1Y | +10.0% | -25.4% | +35.4% | +12.1% |
| 3Y | +149.0% | +124.2% | +24.8% | +126.5% |
| All | +149.0% | +124.8% | +24.2% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling