+152.5%
JPM vs CLBK
+41.8%
+110.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 3M | +13.9% | +21.2% | -7.2% | +7.7% |
| 6M | +23.5% | +42.0% | -18.4% | +11.5% |
| YTD | +11.6% | +63.3% | -51.6% | -3.3% |
| 1Y | +21.4% | +65.4% | -44.0% | +4.3% |
| 3Y | +163.4% | +52.5% | +111.0% | +128.2% |
| 5Y | +152.5% | +42.0% | +110.5% | +106.8% |
| All | +152.5% | +41.8% | +110.7% | +106.8% |
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 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