+506.0%
JPM vs CP
+261.0%
+245.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.1% |
| 7D | +0.4% | +2.8% | -2.3% | -1.0% |
| 30D | +2.7% | +11.3% | -8.6% | -3.3% |
| 3M | -3.8% | +2.9% | -6.7% | -5.7% |
| 6M | +14.3% | +9.8% | +4.5% | +7.5% |
| YTD | +8.2% | +28.5% | -20.3% | -7.7% |
| 1Y | +11.0% | +33.5% | -22.5% | -7.4% |
| 3Y | +152.7% | +31.9% | +120.7% | +105.2% |
| 5Y | +130.8% | +25.5% | +105.3% | +88.2% |
| 10Y | +506.0% | +257.6% | +248.4% | +171.6% |
| All | +506.0% | +261.0% | +245.0% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling