+152.5%
JPM vs CHD
+19.3%
+133.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | -0.4% | -4.2% | +3.7% | +0.1% |
| 30D | -1.4% | -7.6% | +6.2% | -0.5% |
| 3M | +13.9% | -1.6% | +15.5% | +14.1% |
| 6M | +23.5% | -6.3% | +29.8% | +24.3% |
| YTD | +11.6% | +14.6% | -2.9% | +9.4% |
| 1Y | +21.4% | +1.6% | +19.8% | +20.8% |
| 3Y | +163.4% | +3.1% | +160.3% | +159.3% |
| 5Y | +152.5% | +21.1% | +131.4% | +135.3% |
| All | +152.5% | +19.3% | +133.2% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling