+155.3%
JPM vs CL
+28.4%
+126.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.7% |
| 7D | +0.3% | -2.2% | +2.5% | +0.7% |
| 30D | -0.2% | -4.8% | +4.7% | +0.7% |
| 3M | +15.9% | +4.9% | +11.0% | +14.6% |
| 6M | +20.9% | -5.7% | +26.7% | +21.9% |
| YTD | +12.9% | +14.4% | -1.5% | +9.1% |
| 1Y | +20.3% | +8.7% | +11.6% | +17.6% |
| 3Y | +160.9% | +30.0% | +131.0% | +131.7% |
| All | +155.3% | +28.4% | +126.9% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling