+1,084.2%
JPM vs CG
+282.0%
+802.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.6% |
| 7D | +3.5% | +0.2% | +3.3% | +3.3% |
| 30D | +3.3% | +11.2% | -7.9% | -1.0% |
| 3M | -4.2% | -22.1% | +17.9% | +4.7% |
| 6M | +16.4% | -17.9% | +34.3% | +24.0% |
| YTD | +9.5% | -31.3% | +40.8% | +23.7% |
| 1Y | +14.0% | -24.0% | +38.0% | +23.7% |
| 3Y | +153.1% | +45.0% | +108.1% | +105.7% |
| 5Y | +134.9% | -22.6% | +157.5% | +132.6% |
| 10Y | +485.7% | +282.1% | +203.6% | +207.3% |
| All | +1,084.2% | +282.0% | +802.2% | +459.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling