+151.0%
JPM vs CHRW
+79.2%
+71.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.1% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +2.7% | -4.3% | +7.0% | +3.1% |
| 3M | -4.7% | -7.4% | +2.7% | -4.1% |
| 6M | +15.6% | -20.7% | +36.3% | +17.8% |
| YTD | +8.6% | -15.9% | +24.5% | +9.6% |
| 1Y | +10.9% | -9.9% | +20.8% | +10.7% |
| All | +151.0% | +79.2% | +71.8% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling