+152.5%
JPM vs CLX
-37.0%
+189.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | -0.4% | -4.9% | +4.5% | +0.2% |
| 30D | -1.4% | -15.8% | +14.4% | +0.7% |
| 3M | +13.9% | -7.9% | +21.9% | +14.9% |
| 6M | +23.5% | -19.0% | +42.6% | +26.5% |
| YTD | +11.6% | -7.9% | +19.6% | +11.9% |
| 1Y | +21.4% | -25.4% | +46.7% | +25.5% |
| 3Y | +163.4% | -35.0% | +198.5% | +176.7% |
| 5Y | +152.5% | -36.8% | +189.3% | +152.0% |
| All | +152.5% | -37.0% | +189.5% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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