+19.9%
JPM vs CHRW
+23.5%
-3.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -2.3% | +4.4% | -6.7% | -2.8% |
| 30D | -2.3% | +5.5% | -7.8% | -3.0% |
| 3M | +14.9% | -17.3% | +32.1% | +16.9% |
| 6M | +23.6% | -12.7% | +36.3% | +24.1% |
| YTD | +11.3% | -4.1% | +15.4% | +11.0% |
| 1Y | +19.9% | +21.2% | -1.3% | +17.0% |
| All | +19.9% | +23.5% | -3.6% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling