+162.6%
JPM vs CME
+52.8%
+109.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -0.4% | -2.9% | +2.5% | -0.2% |
| 30D | -1.1% | +5.5% | -6.6% | -1.5% |
| 3M | +14.1% | +11.0% | +3.2% | +13.0% |
| 6M | +23.3% | -9.7% | +33.0% | +24.4% |
| YTD | +11.3% | +4.9% | +6.4% | +9.9% |
| 1Y | +23.0% | +10.1% | +12.9% | +20.5% |
| 3Y | +162.6% | +53.5% | +109.0% | +135.2% |
| All | +162.6% | +52.8% | +109.8% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling