+479.1%
JPM vs CL
+78.1%
+401.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.2% | +2.6% | -1.4% | +0.4% |
| 30D | +2.7% | +11.8% | -9.0% | -1.0% |
| 3M | -4.5% | +5.9% | -10.4% | -6.4% |
| 6M | +14.3% | +13.3% | +1.0% | +9.1% |
| YTD | +8.2% | +27.1% | -18.9% | -1.5% |
| 1Y | +10.0% | +28.0% | -18.0% | -0.2% |
| 3Y | +149.0% | +39.4% | +109.6% | +111.4% |
| 5Y | +131.0% | +40.8% | +90.3% | +93.1% |
| 10Y | +479.1% | +84.9% | +394.2% | +349.5% |
| All | +479.1% | +78.1% | +401.0% | +349.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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