+10,478.8%
JPM vs CI
+7,937.0%
+2,541.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.2% |
| 7D | -0.8% | -1.6% | +0.8% | -0.1% |
| 30D | +1.5% | +5.4% | -3.9% | -0.7% |
| 3M | -5.7% | +7.3% | -12.9% | -8.5% |
| 6M | +7.2% | +5.3% | +1.9% | +4.1% |
| YTD | +5.8% | +8.5% | -2.7% | +1.1% |
| 1Y | +8.8% | +17.1% | -8.3% | +0.7% |
| 3Y | +147.4% | +1.4% | +146.0% | +129.7% |
| 5Y | +125.3% | +50.5% | +74.9% | +73.9% |
| 10Y | +540.5% | +168.5% | +372.0% | +268.7% |
| All | +10,478.8% | +7,937.0% | +2,541.8% | +806.4% |
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