+152.5%
JPM vs CG
+5.5%
+147.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.6% |
| 7D | -0.4% | -6.4% | +6.0% | +1.7% |
| 30D | -1.4% | -7.1% | +5.6% | +0.7% |
| 3M | +13.9% | -1.6% | +15.5% | +13.9% |
| 6M | +23.5% | -8.3% | +31.9% | +25.8% |
| YTD | +11.6% | -23.8% | +35.4% | +20.4% |
| 1Y | +21.4% | -28.7% | +50.1% | +33.2% |
| 3Y | +163.4% | +49.2% | +114.3% | +122.5% |
| 5Y | +152.5% | +5.5% | +147.0% | +120.2% |
| All | +152.5% | +5.5% | +147.0% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling