+152.7%
JPM vs CNP
+63.4%
+89.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +0.4% | -4.3% | +4.8% | +1.0% |
| 30D | +2.7% | +5.7% | -3.0% | +1.8% |
| 3M | -3.8% | +0.9% | -4.8% | -4.1% |
| 6M | +14.3% | -1.1% | +15.4% | +14.2% |
| YTD | +8.2% | +8.3% | -0.1% | +6.3% |
| 1Y | +11.0% | +5.9% | +5.1% | +9.5% |
| 3Y | +152.7% | +64.6% | +88.0% | +124.4% |
| All | +152.7% | +63.4% | +89.2% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 3y: compounded portfolio wealth divided by compounded CNP 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…
3y analysis · Full analysis span regression · 6 months rolling