+6,333.4%
JPM vs COR
+18,554.5%
-12,221.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.5% | -1.2% | -1.3% | -2.2% |
| 30D | +2.7% | +7.6% | -4.9% | +0.8% |
| 3M | -4.7% | +5.0% | -9.7% | -6.0% |
| 6M | +15.6% | +35.3% | -19.7% | +6.4% |
| YTD | +8.6% | +4.2% | +4.4% | +5.9% |
| 1Y | +10.9% | -3.4% | +14.3% | +10.3% |
| 3Y | +149.9% | +81.1% | +68.8% | +107.3% |
| 5Y | +131.9% | +195.8% | -63.9% | +67.7% |
| 10Y | +481.0% | +493.6% | -12.6% | +244.3% |
| All | +6,333.4% | +18,554.5% | -12,221.1% | +2,273.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling