+300.3%
JPM vs CIFR
-31.1%
+331.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.0% | +1.2% |
| 7D | +3.5% | +4.8% | -1.3% | +3.2% |
| 30D | +3.3% | -31.0% | +34.2% | +4.6% |
| 3M | -4.2% | -58.7% | +54.5% | -0.9% |
| 6M | +16.4% | -67.7% | +84.1% | +20.6% |
| YTD | +9.5% | -53.5% | +63.0% | +10.3% |
| 1Y | +14.0% | -54.1% | +68.1% | +14.6% |
| 3Y | +153.1% | +138.2% | +14.9% | +123.8% |
| 5Y | +134.9% | -18.5% | +153.4% | +104.2% |
| All | +300.3% | -31.1% | +331.3% | +238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling