+11,186.3%
JPM vs COP
+4,537.2%
+6,649.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.5% |
| 7D | +0.3% | +3.0% | -2.7% | -1.0% |
| 30D | -0.2% | +17.5% | -17.7% | -6.8% |
| 3M | +15.9% | +13.4% | +2.5% | +9.2% |
| 6M | +20.9% | +17.7% | +3.2% | +11.2% |
| YTD | +12.9% | +46.6% | -33.7% | -5.7% |
| 1Y | +20.3% | +44.6% | -24.3% | +0.5% |
| 3Y | +160.9% | +20.7% | +140.2% | +129.3% |
| 5Y | +154.8% | +185.0% | -30.2% | +45.5% |
| 10Y | +591.1% | +347.0% | +244.1% | +188.5% |
| All | +11,186.3% | +4,537.2% | +6,649.0% | +2,102.0% |
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