+478.8%
JPM vs COP
+314.5%
+164.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +1.2% | -6.1% | +7.3% | +3.4% |
| 30D | +2.7% | +1.1% | +1.6% | +1.9% |
| 3M | -4.5% | +10.9% | -15.4% | -8.7% |
| 6M | +14.3% | +20.8% | -6.5% | +5.1% |
| YTD | +8.2% | +48.0% | -39.8% | -9.1% |
| 1Y | +10.0% | +58.5% | -48.5% | -10.2% |
| 3Y | +149.0% | +28.1% | +120.8% | +115.9% |
| 5Y | +131.0% | +120.5% | +10.6% | +49.9% |
| All | +478.8% | +314.5% | +164.3% | +160.6% |
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