+155.5%
JPM vs COST
+103.9%
+51.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.6% |
| 7D | -0.4% | -2.8% | +2.4% | +0.3% |
| 30D | -1.4% | -5.3% | +3.9% | 0.0% |
| 3M | +13.9% | -6.7% | +20.6% | +15.9% |
| 6M | +23.5% | -9.9% | +33.5% | +26.6% |
| YTD | +11.6% | +5.1% | +6.5% | +8.8% |
| 1Y | +21.4% | -7.3% | +28.7% | +22.9% |
| 3Y | +163.4% | +70.4% | +93.0% | +118.1% |
| All | +155.5% | +103.9% | +51.6% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling