+152.8%
JPM vs CNP
+76.4%
+76.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.7% |
| 7D | -0.4% | +1.6% | -2.1% | -0.9% |
| 30D | -1.1% | -0.8% | -0.3% | -0.9% |
| 3M | +14.1% | -3.6% | +17.7% | +15.1% |
| 6M | +23.3% | -6.9% | +30.2% | +25.5% |
| YTD | +11.3% | +6.4% | +4.8% | +8.6% |
| 1Y | +23.0% | +9.9% | +13.1% | +18.6% |
| 3Y | +162.6% | +53.1% | +109.5% | +123.4% |
| 5Y | +152.8% | +72.0% | +80.8% | +106.7% |
| All | +152.8% | +76.4% | +76.3% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling