+297.0%
JPM vs CIFR
-28.5%
+325.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.9% | -8.5% | 0.0% |
| 7D | -2.5% | +9.4% | -11.9% | -3.0% |
| 30D | +2.7% | -45.3% | +48.0% | +5.1% |
| 3M | -4.7% | -58.7% | +54.0% | -1.4% |
| 6M | +15.6% | -64.9% | +80.5% | +19.2% |
| YTD | +8.6% | -51.8% | +60.5% | +9.2% |
| 1Y | +10.9% | -61.9% | +72.8% | +12.5% |
| 3Y | +149.9% | +138.6% | +11.3% | +120.8% |
| 5Y | +131.9% | -13.0% | +144.9% | +101.2% |
| All | +297.0% | -28.5% | +325.6% | +235.4% |
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