+131.0%
JPM vs CF
+114.0%
+17.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | +1.2% | +4.8% | -3.5% | +0.9% |
| 30D | +2.7% | +9.7% | -7.0% | +2.0% |
| 3M | -4.5% | +1.2% | -5.7% | -4.6% |
| 6M | +14.3% | +7.4% | +6.9% | +13.3% |
| YTD | +8.2% | +60.5% | -52.3% | +1.4% |
| 1Y | +10.0% | +50.7% | -40.7% | +3.8% |
| 3Y | +149.0% | +64.8% | +84.2% | +128.9% |
| All | +131.0% | +114.0% | +17.1% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling