+11,024.8%
JPM vs COST
+11,671.2%
-646.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -0.4% | -3.2% | +2.8% | +0.8% |
| 30D | -1.1% | -4.0% | +2.8% | +0.4% |
| 3M | +14.1% | -6.5% | +20.6% | +16.7% |
| 6M | +23.3% | -8.5% | +31.8% | +26.8% |
| YTD | +11.3% | +6.0% | +5.3% | +7.8% |
| 1Y | +23.0% | -5.8% | +28.8% | +24.4% |
| 3Y | +162.6% | +71.8% | +90.7% | +108.2% |
| 5Y | +152.8% | +106.2% | +46.5% | +82.9% |
| 10Y | +583.6% | +602.0% | -18.4% | +202.4% |
| All | +11,024.8% | +11,671.2% | -646.3% | +1,820.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling