+818.4%
JPM vs CNH
+32.2%
+786.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.9% |
| 7D | -0.8% | -1.7% | +0.9% | -0.1% |
| 30D | +1.5% | -7.2% | +8.7% | +4.0% |
| 3M | -5.7% | +6.5% | -12.2% | -9.4% |
| 6M | +7.2% | +7.9% | -0.6% | +1.3% |
| YTD | +5.8% | +26.6% | -20.8% | -7.2% |
| 1Y | +8.8% | +13.8% | -5.0% | -0.8% |
| 3Y | +147.4% | +9.2% | +138.2% | +119.3% |
| 5Y | +125.3% | -15.6% | +140.9% | +115.0% |
| 10Y | +540.5% | +119.2% | +421.3% | +290.5% |
| All | +818.4% | +32.2% | +786.2% | +489.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling