+10,760.3%
JPM vs COP
+4,661.5%
+6,098.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.3% |
| 7D | -2.5% | +0.7% | -3.1% | -2.8% |
| 30D | +2.7% | +0.2% | +2.5% | +2.2% |
| 3M | -4.7% | +10.2% | -14.9% | -9.1% |
| 6M | +15.6% | +20.1% | -4.6% | +5.5% |
| YTD | +8.6% | +50.5% | -41.9% | -10.8% |
| 1Y | +10.9% | +56.8% | -45.9% | -10.8% |
| 3Y | +149.9% | +30.3% | +119.6% | +112.0% |
| 5Y | +131.9% | +126.8% | +5.1% | +46.0% |
| 10Y | +481.0% | +325.0% | +156.0% | +148.1% |
| All | +10,760.3% | +4,661.5% | +6,098.7% | +1,982.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling