+11,186.2%
JPM vs CLX
+2,386.6%
+8,799.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | +0.3% | -9.2% | +9.5% | +3.4% |
| 30D | -0.2% | -11.0% | +10.9% | +3.5% |
| 3M | +15.9% | +5.0% | +10.8% | +13.4% |
| 6M | +20.9% | -18.8% | +39.8% | +27.9% |
| YTD | +12.9% | -4.4% | +17.3% | +12.7% |
| 1Y | +20.3% | -21.9% | +42.2% | +28.0% |
| 3Y | +160.9% | -32.8% | +193.7% | +186.8% |
| 5Y | +154.8% | -34.6% | +189.4% | +175.1% |
| 10Y | +591.1% | -4.7% | +595.8% | +494.3% |
| All | +11,186.2% | +2,386.6% | +8,799.7% | +2,491.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling