+590.9%
JPM vs CMG
+327.5%
+263.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.7% | -2.1% | +1.4% | -0.3% |
| 30D | -2.5% | +10.9% | -13.4% | -4.6% |
| 3M | +14.1% | +15.8% | -1.7% | +9.9% |
| 6M | +25.1% | +6.9% | +18.2% | +22.1% |
| YTD | +12.1% | -2.2% | +14.3% | +11.5% |
| 1Y | +18.8% | -7.1% | +25.9% | +18.4% |
| 3Y | +163.4% | -7.1% | +170.5% | +158.0% |
| 5Y | +156.5% | -4.8% | +161.3% | +144.3% |
| All | +590.9% | +327.5% | +263.4% | +372.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling