+152.8%
JPM vs CP
+34.0%
+118.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.4% | +2.4% | -2.8% | -1.4% |
| 30D | -1.1% | -0.5% | -0.6% | -1.0% |
| 3M | +14.1% | +1.4% | +12.7% | +13.0% |
| 6M | +23.3% | +10.3% | +13.0% | +17.4% |
| YTD | +11.3% | +24.3% | -13.0% | +0.3% |
| 1Y | +23.0% | +20.4% | +2.5% | +12.2% |
| 3Y | +162.6% | +21.8% | +140.8% | +132.8% |
| 5Y | +152.8% | +31.5% | +121.2% | +111.2% |
| All | +152.8% | +34.0% | +118.7% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling