+152.8%
JPM vs CNH
+7.1%
+145.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.1% | +0.2% |
| 7D | -0.4% | +8.8% | -9.2% | -3.0% |
| 30D | -1.1% | +24.7% | -25.8% | -7.8% |
| 3M | +14.1% | +27.3% | -13.2% | +5.2% |
| 6M | +23.3% | +23.2% | +0.1% | +14.1% |
| YTD | +11.3% | +48.9% | -37.7% | -3.6% |
| 1Y | +23.0% | +19.4% | +3.6% | +14.1% |
| 3Y | +162.6% | +7.8% | +154.8% | +146.0% |
| 5Y | +152.8% | +8.7% | +144.0% | +121.8% |
| All | +152.8% | +7.1% | +145.6% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling