+11,062.6%
JPM vs CMI
+19,556.0%
-8,493.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | -0.4% | +0.7% | -1.1% | -0.8% |
| 30D | -1.4% | -12.3% | +10.9% | +4.2% |
| 3M | +13.9% | -16.8% | +30.7% | +22.4% |
| 6M | +23.5% | +1.5% | +22.0% | +20.6% |
| YTD | +11.6% | +9.8% | +1.9% | +4.7% |
| 1Y | +21.4% | +42.6% | -21.2% | +0.9% |
| 3Y | +163.4% | +151.0% | +12.5% | +67.7% |
| 5Y | +152.5% | +167.0% | -14.5% | +55.0% |
| 10Y | +592.1% | +512.2% | +80.0% | +196.5% |
| All | +11,062.6% | +19,556.0% | -8,493.4% | +890.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling