+506.0%
JPM vs CL
+76.2%
+429.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.8% | +1.8% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +2.7% | +11.6% | -8.9% | -0.9% |
| 3M | -3.8% | +5.6% | -9.4% | -5.6% |
| 6M | +14.3% | +13.2% | +1.2% | +9.3% |
| YTD | +8.2% | +26.9% | -18.7% | -1.2% |
| 1Y | +11.0% | +27.3% | -16.4% | +1.0% |
| 3Y | +152.7% | +39.7% | +112.9% | +115.1% |
| 5Y | +130.8% | +41.3% | +89.5% | +93.4% |
| 10Y | +506.0% | +76.3% | +429.7% | +362.2% |
| All | +506.0% | +76.2% | +429.8% | +362.2% |
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