+583.6%
JPM vs CLF
+108.7%
+475.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.1% |
| 7D | -0.4% | +6.5% | -6.9% | -1.7% |
| 30D | -1.1% | +0.2% | -1.4% | -1.4% |
| 3M | +14.1% | -3.1% | +17.2% | +13.7% |
| 6M | +23.3% | +25.0% | -1.7% | +15.7% |
| YTD | +11.3% | -7.5% | +18.7% | +9.6% |
| 1Y | +23.0% | +11.5% | +11.5% | +14.4% |
| 3Y | +162.6% | -13.7% | +176.2% | +141.9% |
| 5Y | +152.8% | -47.0% | +199.7% | +145.2% |
| 10Y | +583.6% | +116.3% | +467.3% | +302.4% |
| All | +583.6% | +108.7% | +475.0% | +302.4% |
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