+20.3%
JPM vs CIFR
+122.3%
-102.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.1% | -1.0% |
| 7D | +0.3% | +16.9% | -16.7% | -0.4% |
| 30D | -0.2% | -5.2% | +5.0% | -0.1% |
| 3M | +15.9% | -30.6% | +46.4% | +16.5% |
| 6M | +20.9% | +10.6% | +10.3% | +17.6% |
| YTD | +12.9% | +20.2% | -7.3% | +8.6% |
| 1Y | +20.3% | +139.7% | -119.4% | +14.3% |
| All | +20.3% | +122.3% | -102.0% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling