+131.0%
JPM vs CME
+72.0%
+59.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +1.2% | +1.7% | -0.4% | +0.8% |
| 30D | +2.7% | +10.2% | -7.4% | +0.4% |
| 3M | -4.5% | +17.8% | -22.2% | -8.0% |
| 6M | +14.3% | +11.0% | +3.3% | +11.3% |
| YTD | +8.2% | +17.0% | -8.8% | +3.1% |
| 1Y | +10.0% | +15.8% | -5.8% | +5.1% |
| 3Y | +149.0% | +61.8% | +87.2% | +109.2% |
| 5Y | +131.0% | +72.5% | +58.5% | +83.7% |
| All | +131.0% | +72.0% | +59.1% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling