+18.8%
JPM vs COST
-5.0%
+23.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -0.7% | -1.2% | +0.5% | -0.7% |
| 30D | -2.5% | -4.7% | +2.3% | -2.7% |
| 3M | +14.1% | -7.1% | +21.3% | +13.9% |
| 6M | +25.1% | -8.5% | +33.6% | +24.3% |
| YTD | +12.1% | +5.4% | +6.7% | +10.3% |
| 1Y | +18.8% | -5.6% | +24.4% | +17.4% |
| All | +18.8% | -5.0% | +23.8% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling