+16.1%
JPM vs CMG
+12.0%
+4.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.7% | +3.5% |
| 7D | +3.8% | +22.5% | -18.7% | +1.3% |
| 30D | +6.5% | +14.1% | -7.6% | +4.7% |
| 3M | -1.0% | +4.1% | -5.1% | -1.9% |
| 6M | +15.5% | +10.1% | +5.5% | +12.1% |
| YTD | +11.4% | -4.9% | +16.2% | +13.0% |
| 1Y | +16.1% | +10.9% | +5.2% | +13.7% |
| All | +16.1% | +12.0% | +4.1% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling