+592.1%
JPM vs CNH
+157.1%
+435.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.5% |
| 7D | -0.4% | +1.8% | -2.3% | -1.3% |
| 30D | -1.4% | +32.6% | -34.0% | -12.7% |
| 3M | +13.9% | +29.4% | -15.5% | +1.0% |
| 6M | +23.5% | +26.0% | -2.5% | +9.6% |
| YTD | +11.6% | +52.2% | -40.6% | -9.2% |
| 1Y | +21.4% | +23.9% | -2.5% | +7.2% |
| 3Y | +163.4% | +10.1% | +153.3% | +134.5% |
| 5Y | +152.5% | +13.2% | +139.4% | +111.7% |
| 10Y | +592.1% | +160.7% | +431.5% | +253.5% |
| All | +592.1% | +157.1% | +435.0% | +253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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