+590.9%
JPM vs CMI
+516.5%
+74.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.1% |
| 7D | -0.7% | -0.7% | 0.0% | -0.3% |
| 30D | -2.5% | -12.4% | +9.9% | +4.6% |
| 3M | +14.1% | -14.8% | +28.9% | +23.2% |
| 6M | +25.1% | +0.8% | +24.3% | +20.9% |
| YTD | +12.1% | +10.2% | +1.9% | +1.8% |
| 1Y | +18.8% | +37.4% | -18.6% | -6.1% |
| 3Y | +163.4% | +153.3% | +10.1% | +37.8% |
| 5Y | +156.5% | +167.6% | -11.0% | +26.3% |
| All | +590.9% | +516.5% | +74.4% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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