+301.2%
JPM vs CLBK
+65.5%
+235.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -0.7% | -1.5% | +0.8% | 0.0% |
| 30D | -2.5% | -1.0% | -1.4% | -2.0% |
| 3M | +14.1% | +22.9% | -8.8% | +3.1% |
| 6M | +25.1% | +44.2% | -19.1% | +4.6% |
| YTD | +12.1% | +64.0% | -51.8% | -12.2% |
| 1Y | +18.8% | +65.7% | -46.9% | -8.2% |
| 3Y | +163.4% | +54.1% | +109.4% | +102.2% |
| 5Y | +156.5% | +44.7% | +111.9% | +81.7% |
| All | +301.2% | +65.5% | +235.8% | +160.8% |
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