+152.5%
JPM vs CMI
+164.8%
-12.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.2% |
| 7D | -0.7% | -0.7% | 0.0% | -0.4% |
| 30D | -2.5% | -12.4% | +9.9% | +3.0% |
| 3M | +14.1% | -14.8% | +28.9% | +21.2% |
| 6M | +25.1% | +0.8% | +24.3% | +21.6% |
| YTD | +12.1% | +10.2% | +1.9% | +3.5% |
| 1Y | +18.8% | +37.4% | -18.6% | -2.2% |
| 3Y | +163.4% | +153.3% | +10.1% | +52.6% |
| All | +152.5% | +164.8% | -12.3% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling