+162.6%
JPM vs CG
+56.8%
+105.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.7% |
| 7D | -0.4% | -1.3% | +0.9% | 0.0% |
| 30D | -1.1% | -3.2% | +2.0% | -0.3% |
| 3M | +14.1% | +6.2% | +7.9% | +11.2% |
| 6M | +23.3% | -4.7% | +28.0% | +24.1% |
| YTD | +11.3% | -20.6% | +31.9% | +18.8% |
| 1Y | +23.0% | -26.4% | +49.4% | +34.1% |
| 3Y | +162.6% | +55.4% | +107.2% | +131.0% |
| All | +162.6% | +56.8% | +105.8% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling