+2,494.7%
JPM vs CNI
+6,494.7%
-4,000.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.8% |
| 7D | -0.4% | +0.9% | -1.3% | -1.0% |
| 30D | -1.4% | -2.1% | +0.7% | -0.2% |
| 3M | +13.9% | +1.8% | +12.1% | +12.0% |
| 6M | +23.5% | +14.8% | +8.7% | +11.5% |
| YTD | +11.6% | +25.4% | -13.7% | -5.5% |
| 1Y | +21.4% | +32.9% | -11.6% | -1.5% |
| 3Y | +163.4% | +20.2% | +143.3% | +123.5% |
| 5Y | +152.5% | +12.2% | +140.4% | +119.4% |
| 10Y | +592.1% | +136.0% | +456.1% | +254.7% |
| All | +2,494.7% | +6,494.7% | -4,000.0% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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