+131.0%
JPM vs COR
+196.4%
-65.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +1.2% | +2.4% | -1.2% | +0.8% |
| 30D | +2.7% | +7.7% | -4.9% | +1.4% |
| 3M | -4.5% | +7.5% | -12.0% | -5.8% |
| 6M | +14.3% | +34.1% | -19.8% | +8.0% |
| YTD | +8.2% | +3.9% | +4.3% | +6.7% |
| 1Y | +10.0% | -3.6% | +13.7% | +10.6% |
| 3Y | +149.0% | +80.5% | +68.4% | +98.8% |
| 5Y | +131.0% | +194.9% | -63.8% | +43.8% |
| All | +131.0% | +196.4% | -65.4% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling