+839.2%
JPM vs CNH
+40.2%
+799.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +1.6% |
| 7D | +1.2% | +4.5% | -3.3% | -0.7% |
| 30D | +2.7% | +7.6% | -4.9% | -0.5% |
| 3M | -4.5% | +17.0% | -21.4% | -11.6% |
| 6M | +14.3% | +12.9% | +1.4% | +5.9% |
| YTD | +8.2% | +34.3% | -26.1% | -7.4% |
| 1Y | +10.0% | +28.5% | -18.5% | -4.4% |
| 3Y | +149.0% | +31.9% | +117.1% | +104.6% |
| 5Y | +131.0% | -9.6% | +140.6% | +114.3% |
| 10Y | +479.1% | +106.3% | +372.8% | +256.8% |
| All | +839.2% | +40.2% | +799.0% | +488.5% |
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