+590.9%
JPM vs CHD
+126.1%
+464.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -0.7% | -4.5% | +3.8% | 0.0% |
| 30D | -2.5% | -6.7% | +4.3% | -1.5% |
| 3M | +14.1% | -2.7% | +16.9% | +14.5% |
| 6M | +25.1% | -4.9% | +30.0% | +25.8% |
| YTD | +12.1% | +13.3% | -1.2% | +9.7% |
| 1Y | +18.8% | +1.0% | +17.8% | +18.2% |
| 3Y | +163.4% | +1.3% | +162.1% | +159.9% |
| 5Y | +156.5% | +20.8% | +135.7% | +142.6% |
| All | +590.9% | +126.1% | +464.7% | +507.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling