+152.7%
JPM vs CLF
-27.6%
+180.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.0% | -4.7% | +1.5% |
| 7D | +0.4% | -14.1% | +14.5% | +2.0% |
| 30D | +2.7% | -5.5% | +8.3% | +2.9% |
| 3M | -3.8% | 0.0% | -3.8% | -4.6% |
| 6M | +14.3% | +11.3% | +3.1% | +11.0% |
| YTD | +8.2% | -7.7% | +15.9% | +6.5% |
| 1Y | +11.0% | +17.5% | -6.6% | +5.6% |
| 3Y | +152.7% | -25.4% | +178.1% | +142.1% |
| All | +152.7% | -27.6% | +180.2% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling