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  • JPM vs CP✓SelectedUSD · CPJPM vs CP performance historyLatest closeAs of-1.43%09/08
Stock and ETF performance explorer

JPM vs CP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+152.8%
CP return
+34.0%
Excess return
+118.7%
Maximum drawdown
-38.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCPExcessAlpha
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