+481.0%
JPM vs CME
+297.2%
+183.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.7% |
| 7D | -2.5% | +2.5% | -4.9% | -3.7% |
| 30D | +2.7% | +13.9% | -11.2% | -3.9% |
| 3M | -4.7% | +22.4% | -27.1% | -14.1% |
| 6M | +15.6% | +12.9% | +2.7% | +7.5% |
| YTD | +8.6% | +19.6% | -11.0% | -2.9% |
| 1Y | +10.9% | +17.7% | -6.8% | -0.1% |
| 3Y | +149.9% | +65.3% | +84.6% | +81.1% |
| 5Y | +131.9% | +75.1% | +56.8% | +58.9% |
| 10Y | +481.0% | +305.8% | +175.2% | +124.8% |
| All | +481.0% | +297.2% | +183.8% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling