+161.4%
JPM vs CNC
-0.4%
+161.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -2.3% | -3.9% | +1.5% | -2.2% |
| 30D | -2.3% | +0.8% | -3.1% | -2.4% |
| 3M | +14.9% | +0.1% | +14.8% | +14.8% |
| 6M | +23.6% | +79.7% | -56.0% | +21.4% |
| YTD | +11.3% | +58.9% | -47.6% | +9.5% |
| 1Y | +19.9% | +109.1% | -89.3% | +17.3% |
| All | +161.4% | -0.4% | +161.8% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 3y: compounded portfolio wealth divided by compounded CNC 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…
3y analysis · Full analysis span regression · 6 months rolling