+1,677.6%
JPM vs CF
+5,948.3%
-4,270.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.1% |
| 7D | +0.3% | +6.0% | -5.7% | -1.4% |
| 30D | -0.2% | +14.8% | -15.0% | -4.1% |
| 3M | +15.9% | +14.1% | +1.8% | +11.0% |
| 6M | +20.9% | +28.5% | -7.6% | +9.6% |
| YTD | +12.9% | +74.9% | -62.1% | -6.7% |
| 1Y | +20.3% | +61.7% | -41.4% | +1.3% |
| 3Y | +160.9% | +80.3% | +80.6% | +106.6% |
| 5Y | +154.8% | +226.0% | -71.1% | +58.2% |
| 10Y | +591.1% | +569.9% | +21.2% | +225.5% |
| All | +1,677.6% | +5,948.3% | -4,270.7% | +324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling