+16.1%
JPM vs CF
+35.9%
-19.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +3.9% |
| 7D | +3.8% | -6.9% | +10.6% | +3.3% |
| 30D | +6.5% | -3.7% | +10.2% | +6.2% |
| 3M | -1.0% | -5.0% | +3.9% | -1.1% |
| 6M | +15.5% | -10.5% | +26.0% | +14.9% |
| YTD | +11.4% | +46.5% | -35.1% | +6.7% |
| 1Y | +16.1% | +34.8% | -18.8% | +11.7% |
| All | +16.1% | +35.9% | -19.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling