+465.0%
JPM vs CME
+308.7%
+156.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +3.5% | +3.9% | -0.5% | +1.5% |
| 30D | +3.3% | +11.3% | -8.1% | -2.2% |
| 3M | -4.2% | +19.6% | -23.7% | -12.6% |
| 6M | +16.4% | +8.1% | +8.3% | +10.9% |
| YTD | +9.5% | +20.4% | -10.9% | -2.4% |
| 1Y | +14.0% | +16.5% | -2.5% | +3.3% |
| 3Y | +153.1% | +66.4% | +86.6% | +82.9% |
| 5Y | +134.9% | +74.5% | +60.4% | +61.6% |
| All | +465.0% | +308.7% | +156.3% | +123.5% |
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