+506.0%
JPM vs CF
+546.3%
-40.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | +2.7% | +6.9% | -4.2% | +0.6% |
| 3M | -3.8% | +4.8% | -8.7% | -5.7% |
| 6M | +14.3% | +4.7% | +9.6% | +11.3% |
| YTD | +8.2% | +56.5% | -48.3% | -8.7% |
| 1Y | +11.0% | +48.4% | -37.5% | -5.0% |
| 3Y | +152.7% | +59.1% | +93.5% | +104.5% |
| 5Y | +130.8% | +109.5% | +21.3% | +54.5% |
| 10Y | +506.0% | +487.0% | +19.0% | +168.8% |
| All | +506.0% | +546.3% | -40.3% | +168.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling