+306.8%
JPM vs CIFR
+60.2%
+246.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.7% | +5.4% | 0.0% |
| 7D | -2.3% | -8.2% | +5.9% | -2.0% |
| 30D | -2.3% | -7.4% | +5.0% | -2.2% |
| 3M | +14.9% | -24.2% | +39.1% | +15.3% |
| 6M | +23.6% | +14.2% | +9.5% | +20.7% |
| YTD | +11.3% | +8.0% | +3.3% | +8.4% |
| 1Y | +19.9% | +55.5% | -35.6% | +13.3% |
| 3Y | +162.6% | +429.6% | -267.0% | +124.2% |
| 5Y | +154.6% | +20.8% | +133.9% | +113.8% |
| All | +306.8% | +60.2% | +246.6% | +232.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling