+291.9%
JPM vs CLBK
+60.9%
+231.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +3.5% | +0.9% | +2.6% | +3.1% |
| 30D | +3.3% | +3.4% | -0.2% | +1.6% |
| 3M | -4.2% | -4.3% | +0.1% | -2.4% |
| 6M | +16.4% | +28.4% | -12.0% | +2.8% |
| YTD | +9.5% | +59.4% | -49.9% | -13.3% |
| 1Y | +14.0% | +64.8% | -50.8% | -11.4% |
| 3Y | +153.1% | +50.6% | +102.5% | +96.4% |
| 5Y | +134.9% | +28.3% | +106.6% | +82.4% |
| All | +291.9% | +60.9% | +231.0% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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