+10,718.8%
JPM vs CI
+7,992.0%
+2,726.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +2.7% | +4.7% | -1.9% | +0.8% |
| 3M | -3.8% | +5.2% | -9.1% | -6.0% |
| 6M | +14.3% | +3.8% | +10.5% | +11.7% |
| YTD | +8.2% | +9.2% | -1.0% | +3.1% |
| 1Y | +11.0% | +14.3% | -3.3% | +3.7% |
| 3Y | +152.7% | +8.4% | +144.2% | +128.3% |
| 5Y | +130.8% | +50.0% | +80.8% | +78.4% |
| 10Y | +506.0% | +142.2% | +363.8% | +264.0% |
| All | +10,718.8% | +7,992.0% | +2,726.8% | +824.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling