+152.8%
JPM vs CI
+40.1%
+112.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.1% |
| 7D | -0.4% | -2.0% | +1.6% | 0.0% |
| 30D | -1.1% | -1.8% | +0.7% | -0.8% |
| 3M | +14.1% | -4.2% | +18.4% | +14.9% |
| 6M | +23.3% | +2.7% | +20.6% | +22.2% |
| YTD | +11.3% | +1.9% | +9.4% | +10.4% |
| 1Y | +23.0% | -6.3% | +29.2% | +23.2% |
| 3Y | +162.6% | +3.9% | +158.7% | +149.4% |
| 5Y | +152.8% | +41.9% | +110.9% | +102.6% |
| All | +152.8% | +40.1% | +112.6% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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