+592.1%
JPM vs CHRW
+170.5%
+421.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -0.4% | +4.1% | -4.5% | -1.5% |
| 30D | -1.4% | +1.9% | -3.3% | -2.0% |
| 3M | +13.9% | -21.2% | +35.1% | +20.5% |
| 6M | +23.5% | -16.7% | +40.2% | +27.8% |
| YTD | +11.6% | -5.4% | +17.0% | +10.4% |
| 1Y | +21.4% | +21.2% | +0.2% | +10.1% |
| 3Y | +163.4% | +86.5% | +77.0% | +99.9% |
| 5Y | +152.5% | +93.0% | +59.5% | +81.0% |
| 10Y | +592.1% | +174.5% | +417.6% | +299.0% |
| All | +592.1% | +170.5% | +421.6% | +299.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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