+506.0%
JPM vs CMS
+127.7%
+378.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.1% |
| 7D | +0.4% | -0.9% | +1.4% | +0.8% |
| 30D | +2.7% | +7.1% | -4.3% | +0.3% |
| 3M | -3.8% | -1.3% | -2.6% | -3.5% |
| 6M | +14.3% | -2.7% | +17.0% | +15.0% |
| YTD | +8.2% | +2.6% | +5.6% | +6.5% |
| 1Y | +11.0% | -2.0% | +13.0% | +11.0% |
| 3Y | +152.7% | +39.6% | +113.0% | +118.3% |
| 5Y | +130.8% | +35.3% | +95.5% | +98.3% |
| 10Y | +506.0% | +132.3% | +373.6% | +487.5% |
| All | +506.0% | +127.7% | +378.3% | +487.5% |
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