+9.1%
JPM vs CP
+33.3%
-24.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +1.6% | +0.9% | +0.7% | +1.4% |
| 30D | +3.4% | +10.3% | -6.9% | +0.9% |
| 3M | -5.7% | +2.3% | -7.9% | -6.3% |
| 6M | +13.5% | +10.7% | +2.8% | +9.3% |
| YTD | +8.4% | +29.3% | -20.9% | -4.1% |
| 1Y | +9.1% | +31.5% | -22.4% | -5.5% |
| All | +9.1% | +33.3% | -24.2% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling