+583.6%
JPM vs CMS
+117.1%
+466.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -0.4% | +1.2% | -1.6% | -0.8% |
| 30D | -1.1% | -3.2% | +2.0% | -0.1% |
| 3M | +14.1% | -2.2% | +16.3% | +14.7% |
| 6M | +23.3% | -9.4% | +32.7% | +27.1% |
| YTD | +11.3% | +0.7% | +10.6% | +10.3% |
| 1Y | +23.0% | +0.4% | +22.6% | +21.9% |
| 3Y | +162.6% | +35.2% | +127.4% | +130.2% |
| 5Y | +152.8% | +24.1% | +128.6% | +125.6% |
| 10Y | +583.6% | +115.8% | +467.8% | +538.0% |
| All | +583.6% | +117.1% | +466.5% | +538.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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