+1,412.4%
JPM vs CMG
+4,006.7%
-2,594.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.4% | -1.5% | +1.1% | 0.0% |
| 30D | -1.1% | +12.7% | -13.8% | -4.8% |
| 3M | +14.1% | +26.3% | -12.1% | +5.0% |
| 6M | +23.3% | +4.5% | +18.8% | +19.7% |
| YTD | +11.3% | -0.1% | +11.4% | +9.4% |
| 1Y | +23.0% | -6.8% | +29.8% | +22.0% |
| 3Y | +162.6% | -5.0% | +167.5% | +151.3% |
| 5Y | +152.8% | -3.0% | +155.8% | +132.9% |
| 10Y | +583.6% | +323.6% | +260.1% | +246.2% |
| All | +1,412.4% | +4,006.7% | -2,594.3% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling