+9.1%
JPM vs CIFR
-61.8%
+70.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | +1.6% | +28.8% | -27.2% | +0.8% |
| 30D | +3.4% | -36.9% | +40.4% | +4.8% |
| 3M | -5.7% | -60.0% | +54.3% | -2.9% |
| 6M | +13.5% | -64.4% | +77.9% | +15.5% |
| YTD | +8.4% | -51.6% | +60.0% | +5.7% |
| 1Y | +9.1% | -58.9% | +67.9% | +6.9% |
| All | +9.1% | -61.8% | +70.8% | +6.9% |
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 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