+131.9%
JPM vs CHRW
+60.9%
+71.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.2% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +2.7% | -4.3% | +7.0% | +3.2% |
| 3M | -4.7% | -7.4% | +2.7% | -3.9% |
| 6M | +15.6% | -20.7% | +36.3% | +18.6% |
| YTD | +8.6% | -15.9% | +24.5% | +9.7% |
| 1Y | +10.9% | -9.9% | +20.8% | +10.5% |
| 3Y | +149.9% | +79.0% | +70.9% | +111.4% |
| 5Y | +131.9% | +61.3% | +70.6% | +105.9% |
| All | +131.9% | +60.9% | +71.0% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling