+1,070.1%
JPM vs CG
+300.6%
+769.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +1.2% | +2.0% | -0.7% | +0.4% |
| 30D | +2.7% | +8.5% | -5.8% | -0.6% |
| 3M | -4.5% | -12.1% | +7.7% | -0.3% |
| 6M | +14.3% | -16.4% | +30.7% | +21.0% |
| YTD | +8.2% | -28.0% | +36.2% | +20.1% |
| 1Y | +10.0% | -18.9% | +28.9% | +16.6% |
| 3Y | +149.0% | +51.2% | +97.7% | +99.3% |
| 5Y | +131.0% | -15.9% | +146.9% | +121.5% |
| 10Y | +479.1% | +305.9% | +173.2% | +197.4% |
| All | +1,070.1% | +300.6% | +769.6% | +443.0% |
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 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