+10.0%
JPM vs CL
+27.9%
-17.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.8% | +2.2% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | +2.7% | +11.6% | -8.9% | +2.6% |
| 3M | -3.8% | +5.6% | -9.4% | -4.0% |
| 6M | +14.3% | +13.2% | +1.2% | +14.1% |
| YTD | +8.2% | +26.9% | -18.7% | +8.0% |
| All | +10.0% | +27.9% | -17.9% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling