+124.0%
JPM vs CF
+120.6%
+3.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -0.8% | -3.2% | +2.4% | -0.6% |
| 30D | +1.5% | +4.3% | -2.8% | +1.1% |
| 3M | -5.7% | +2.8% | -8.5% | -6.0% |
| 6M | +7.2% | +0.6% | +6.6% | +6.8% |
| YTD | +5.8% | +56.6% | -50.8% | -0.7% |
| 1Y | +8.8% | +49.6% | -40.8% | +2.6% |
| 3Y | +147.4% | +61.5% | +85.9% | +127.7% |
| All | +124.0% | +120.6% | +3.4% | +99.6% |
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