+1,478.5%
JPM vs CLS
+3,265.4%
-1,786.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.2% |
| 7D | +0.3% | +4.6% | -4.3% | -1.1% |
| 30D | -0.2% | -13.9% | +13.7% | +2.9% |
| 3M | +15.9% | -26.6% | +42.4% | +22.3% |
| 6M | +20.9% | +15.4% | +5.5% | +10.5% |
| YTD | +12.9% | +5.7% | +7.2% | +3.9% |
| 1Y | +20.3% | +41.1% | -20.8% | -0.7% |
| 3Y | +160.9% | +1,228.6% | -1,067.6% | -0.1% |
| 5Y | +154.8% | +3,240.6% | -3,085.8% | -29.0% |
| 10Y | +591.1% | +2,760.3% | -2,169.3% | +84.1% |
| All | +1,478.5% | +3,265.4% | -1,786.9% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 all: compounded portfolio wealth divided by compounded CLS 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…
all analysis · Full analysis span regression · 6 months rolling