+592.1%
JPM vs CFG
+308.1%
+284.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | -0.4% | -0.6% | +0.2% | -0.1% |
| 30D | -1.4% | -4.5% | +3.1% | +1.1% |
| 3M | +13.9% | +6.3% | +7.6% | +9.8% |
| 6M | +23.5% | +20.6% | +2.9% | +10.7% |
| YTD | +11.6% | +21.2% | -9.6% | -0.6% |
| 1Y | +21.4% | +38.2% | -16.8% | -0.2% |
| 3Y | +163.4% | +185.9% | -22.5% | +38.3% |
| 5Y | +152.5% | +97.0% | +55.5% | +57.6% |
| 10Y | +592.1% | +306.8% | +285.3% | +156.3% |
| All | +592.1% | +308.1% | +284.0% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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