+155.3%
JPM vs CMS
+23.4%
+131.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -0.2% | -3.6% | +3.4% | +0.6% |
| 3M | +15.9% | -1.9% | +17.8% | +16.1% |
| 6M | +20.9% | -11.0% | +31.9% | +23.8% |
| YTD | +12.9% | +0.2% | +12.7% | +12.3% |
| 1Y | +20.3% | -1.3% | +21.6% | +20.0% |
| 3Y | +160.9% | +35.9% | +125.0% | +137.7% |
| All | +155.3% | +23.4% | +131.9% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling