+506.0%
JPM vs CFG
+248.3%
+257.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.7% | +0.6% |
| 7D | +0.4% | +0.3% | +0.2% | +0.4% |
| 30D | +2.7% | +3.2% | -0.5% | +0.9% |
| 3M | -3.8% | -9.7% | +5.9% | +1.7% |
| 6M | +14.3% | +3.6% | +10.7% | +11.6% |
| YTD | +8.2% | +14.7% | -6.5% | -0.6% |
| 1Y | +11.0% | +29.6% | -18.6% | -5.0% |
| 3Y | +152.7% | +190.6% | -37.9% | +32.3% |
| 5Y | +130.8% | +67.1% | +63.7% | +59.2% |
| 10Y | +506.0% | +237.0% | +269.0% | +141.8% |
| All | +506.0% | +248.3% | +257.7% | +141.8% |
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