+879.8%
JPM vs CNH
+64.7%
+815.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -5.0% | -2.5% |
| 7D | +0.3% | +23.3% | -23.0% | -7.7% |
| 30D | -0.2% | +33.5% | -33.6% | -11.2% |
| 3M | +15.9% | +32.7% | -16.8% | +2.5% |
| 6M | +20.9% | +22.2% | -1.2% | +9.5% |
| YTD | +12.9% | +57.7% | -44.8% | -8.1% |
| 1Y | +20.3% | +28.0% | -7.7% | +5.8% |
| 3Y | +160.9% | +11.5% | +149.4% | +133.3% |
| 5Y | +154.8% | +11.9% | +143.0% | +119.3% |
| 10Y | +591.1% | +162.8% | +428.3% | +294.8% |
| All | +879.8% | +64.7% | +815.2% | +483.6% |
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