+10,848.8%
JPM vs CLX
+2,867.3%
+7,981.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | +3.5% | +9.5% | -6.0% | +0.5% |
| 30D | +3.3% | +30.7% | -27.4% | -5.4% |
| 3M | -4.2% | +4.2% | -8.4% | -5.8% |
| 6M | +16.4% | +22.1% | -5.7% | +8.1% |
| YTD | +9.5% | +14.1% | -4.6% | +3.0% |
| 1Y | +14.0% | +10.3% | +3.7% | +8.3% |
| 3Y | +153.1% | -7.8% | +160.9% | +150.5% |
| 5Y | +134.9% | -20.8% | +155.7% | +137.8% |
| 10Y | +485.7% | +31.9% | +453.9% | +346.8% |
| All | +10,848.8% | +2,867.3% | +7,981.5% | +2,268.2% |
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