+1,833.3%
JPM vs CNC
+5,287.0%
-3,453.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -0.4% | -4.9% | +4.4% | +0.8% |
| 30D | -1.4% | -3.8% | +2.4% | -0.6% |
| 3M | +13.9% | -3.2% | +17.2% | +14.4% |
| 6M | +23.5% | +47.9% | -24.3% | +10.6% |
| YTD | +11.6% | +55.7% | -44.0% | -1.8% |
| 1Y | +21.4% | +106.2% | -84.9% | -1.4% |
| 3Y | +163.4% | -2.1% | +165.5% | +141.9% |
| 5Y | +152.5% | +3.4% | +149.1% | +123.8% |
| 10Y | +592.1% | +91.7% | +500.5% | +396.6% |
| All | +1,833.3% | +5,287.0% | -3,453.6% | +439.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling