+506.0%
JPM vs CLF
+92.7%
+413.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.0% | -4.7% | +0.9% |
| 7D | +0.4% | -14.1% | +14.5% | +3.1% |
| 30D | +2.7% | -5.5% | +8.3% | +3.0% |
| 3M | -3.8% | 0.0% | -3.8% | -5.2% |
| 6M | +14.3% | +11.3% | +3.1% | +8.9% |
| YTD | +8.2% | -7.7% | +15.9% | +5.4% |
| 1Y | +11.0% | +17.5% | -6.6% | +2.6% |
| 3Y | +152.7% | -25.4% | +178.1% | +138.3% |
| 5Y | +130.8% | -46.0% | +176.8% | +121.5% |
| 10Y | +506.0% | +80.1% | +425.9% | +261.5% |
| All | +506.0% | +92.7% | +413.3% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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