+1,846.3%
JPM vs CHRW
+4,173.0%
-2,326.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.4% |
| 7D | +0.3% | -1.4% | +1.7% | +0.8% |
| 30D | -0.2% | -3.5% | +3.3% | +1.0% |
| 3M | +15.9% | -19.4% | +35.3% | +23.8% |
| 6M | +20.9% | -21.4% | +42.3% | +29.6% |
| YTD | +12.9% | -7.1% | +20.0% | +12.2% |
| 1Y | +20.3% | +17.8% | +2.5% | +7.4% |
| 3Y | +160.9% | +78.8% | +82.2% | +87.9% |
| 5Y | +154.8% | +83.5% | +71.3% | +75.0% |
| 10Y | +591.1% | +160.2% | +430.9% | +292.9% |
| All | +1,846.3% | +4,173.0% | -2,326.6% | +320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling