+308.1%
JPM vs CIFR
+69.8%
+238.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.7% | +9.0% | +0.8% |
| 7D | -0.4% | +11.3% | -11.8% | -1.0% |
| 30D | -1.4% | +3.5% | -4.9% | -1.8% |
| 3M | +13.9% | -26.6% | +40.6% | +14.5% |
| 6M | +23.5% | +18.1% | +5.4% | +20.4% |
| YTD | +11.6% | +14.5% | -2.9% | +8.4% |
| 1Y | +21.4% | +83.3% | -61.9% | +13.7% |
| 3Y | +163.4% | +461.5% | -298.0% | +124.3% |
| 5Y | +152.5% | +29.3% | +123.2% | +111.5% |
| All | +308.1% | +69.8% | +238.2% | +232.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling