+135.3%
JPM vs CLBK
+27.8%
+107.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +3.5% | +0.9% | +2.6% | +3.2% |
| 30D | +3.3% | +3.4% | -0.2% | +2.3% |
| 3M | -4.2% | -4.3% | +0.1% | -3.1% |
| 6M | +16.4% | +28.4% | -12.0% | +8.3% |
| YTD | +9.5% | +59.4% | -49.9% | -4.3% |
| 1Y | +14.0% | +64.8% | -50.8% | -1.4% |
| 3Y | +153.1% | +50.6% | +102.5% | +120.9% |
| All | +135.3% | +27.8% | +107.5% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling