+1,120.7%
JPM vs CG
+351.2%
+769.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | +0.3% | -4.3% | +4.6% | +1.9% |
| 30D | -0.2% | -5.1% | +4.9% | +1.5% |
| 3M | +15.9% | +8.7% | +7.2% | +11.6% |
| 6M | +20.9% | -9.2% | +30.2% | +24.0% |
| YTD | +12.9% | -18.9% | +31.7% | +20.3% |
| 1Y | +20.3% | -25.6% | +45.9% | +31.7% |
| 3Y | +160.9% | +57.3% | +103.7% | +106.1% |
| 5Y | +154.8% | +10.2% | +144.7% | +119.5% |
| 10Y | +591.1% | +364.2% | +226.9% | +238.5% |
| All | +1,120.7% | +351.2% | +769.6% | +443.6% |
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