+587.9%
JPM vs COR
+409.2%
+178.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | -0.4% | -3.9% | +3.5% | +0.9% |
| 30D | -1.4% | -0.3% | -1.1% | -1.4% |
| 3M | +13.9% | +15.9% | -1.9% | +7.9% |
| 6M | +23.5% | -10.3% | +33.8% | +26.8% |
| YTD | +11.6% | -3.7% | +15.3% | +11.0% |
| 1Y | +21.4% | +9.1% | +12.3% | +14.7% |
| 3Y | +163.4% | +86.6% | +76.9% | +96.5% |
| 5Y | +152.5% | +180.9% | -28.4% | +57.1% |
| All | +587.9% | +409.2% | +178.7% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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