+152.5%
JPM vs COP
+195.6%
-43.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -1.4% | +11.7% | -13.1% | -4.0% |
| 3M | +13.9% | +17.7% | -3.7% | +9.3% |
| 6M | +23.5% | +18.3% | +5.2% | +17.6% |
| YTD | +11.6% | +49.1% | -37.4% | -0.5% |
| 1Y | +21.4% | +53.3% | -31.9% | +7.0% |
| 3Y | +163.4% | +22.2% | +141.3% | +142.9% |
| 5Y | +152.5% | +193.3% | -40.8% | +60.5% |
| All | +152.5% | +195.6% | -43.1% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling