+10,742.2%
JPM vs CHD
+11,601.1%
-858.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.6% | +0.4% | +1.3% | +1.5% |
| 30D | +3.4% | +11.6% | -8.1% | +0.2% |
| 3M | -5.7% | +10.7% | -16.4% | -8.5% |
| 6M | +13.5% | +20.2% | -6.7% | +7.3% |
| YTD | +8.4% | +34.5% | -26.1% | -1.2% |
| 1Y | +9.1% | +32.6% | -23.5% | -0.2% |
| 3Y | +149.5% | +29.1% | +120.4% | +126.6% |
| 5Y | +132.6% | +31.5% | +101.1% | +107.0% |
| 10Y | +480.0% | +190.9% | +289.1% | +285.9% |
| All | +10,742.2% | +11,601.1% | -858.9% | +2,383.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling