+10,760.3%
JPM vs CP
+7,870.8%
+2,889.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -0.7% | -1.8% | -2.1% |
| 30D | +2.7% | +9.6% | -6.9% | -2.1% |
| 3M | -4.7% | +2.2% | -6.9% | -6.0% |
| 6M | +15.6% | +11.1% | +4.5% | +8.5% |
| YTD | +8.6% | +28.2% | -19.6% | -5.8% |
| 1Y | +10.9% | +32.2% | -21.3% | -5.3% |
| 3Y | +149.9% | +35.5% | +114.4% | +105.6% |
| 5Y | +131.9% | +26.8% | +105.2% | +93.9% |
| 10Y | +481.0% | +256.9% | +224.1% | +179.2% |
| All | +10,760.3% | +7,870.8% | +2,889.4% | +1,014.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling