+585.7%
JPM vs COP
+344.8%
+240.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -2.3% | +1.0% | -3.3% | -2.7% |
| 30D | -2.3% | +9.6% | -11.9% | -5.7% |
| 3M | +14.9% | +15.0% | -0.2% | +8.5% |
| 6M | +23.6% | +21.8% | +1.9% | +13.3% |
| YTD | +11.3% | +49.6% | -38.3% | -6.2% |
| 1Y | +19.9% | +49.9% | -30.0% | +0.6% |
| 3Y | +162.6% | +22.6% | +140.0% | +132.9% |
| 5Y | +154.6% | +193.6% | -39.0% | +47.1% |
| All | +585.7% | +344.8% | +240.8% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling