+10,478.8%
JPM vs CL
+5,337.0%
+5,141.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | +0.1% |
| 7D | -0.8% | +1.3% | -2.1% | -1.3% |
| 30D | +1.5% | +11.4% | -9.9% | -3.5% |
| 3M | -5.7% | +4.4% | -10.1% | -7.7% |
| 6M | +7.2% | +10.8% | -3.6% | +1.5% |
| YTD | +5.8% | +25.1% | -19.3% | -6.1% |
| 1Y | +8.8% | +28.0% | -19.2% | -4.6% |
| 3Y | +147.4% | +37.6% | +109.8% | +104.4% |
| 5Y | +125.3% | +39.7% | +85.6% | +82.8% |
| 10Y | +540.5% | +75.8% | +464.7% | +350.5% |
| All | +10,478.8% | +5,337.0% | +5,141.8% | +1,189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling