+2,730.5%
JPM vs CME
+7,469.3%
-4,738.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | +0.3% | -1.6% | +1.9% | +1.1% |
| 30D | -0.2% | +6.2% | -6.4% | -3.7% |
| 3M | +15.9% | +10.4% | +5.5% | +8.5% |
| 6M | +20.9% | -9.5% | +30.5% | +25.9% |
| YTD | +12.9% | +6.0% | +6.9% | +6.9% |
| 1Y | +20.3% | +9.3% | +11.0% | +11.6% |
| 3Y | +160.9% | +57.7% | +103.3% | +90.7% |
| 5Y | +154.8% | +77.7% | +77.1% | +69.8% |
| 10Y | +591.1% | +281.2% | +309.9% | +184.0% |
| All | +2,730.5% | +7,469.3% | -4,738.8% | +247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling