+162.3%
JPM vs CLBK
+51.6%
+110.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | -0.4% | -1.5% | +1.0% | 0.0% |
| 30D | -1.4% | +6.7% | -8.1% | -3.4% |
| 3M | +13.9% | +21.2% | -7.2% | +7.1% |
| 6M | +23.5% | +42.0% | -18.4% | +10.4% |
| YTD | +11.6% | +63.3% | -51.6% | -4.7% |
| 1Y | +21.4% | +65.4% | -44.0% | +2.8% |
| All | +162.3% | +51.6% | +110.7% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling