+163.4%
JPM vs CMI
+150.2%
+13.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.3% |
| 7D | -0.7% | -0.7% | 0.0% | -0.4% |
| 30D | -2.5% | -12.4% | +9.9% | +1.9% |
| 3M | +14.1% | -14.8% | +28.9% | +19.8% |
| 6M | +25.1% | +0.8% | +24.3% | +22.0% |
| YTD | +12.1% | +10.2% | +1.9% | +4.9% |
| 1Y | +18.8% | +37.4% | -18.6% | +1.4% |
| 3Y | +163.4% | +153.3% | +10.1% | +77.8% |
| All | +163.4% | +150.2% | +13.2% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling