+11,186.3%
JPM vs CP
+7,669.4%
+3,516.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | +0.3% | -2.7% | +3.0% | +1.6% |
| 30D | -0.2% | +0.2% | -0.3% | -0.4% |
| 3M | +15.9% | +2.6% | +13.3% | +13.8% |
| 6M | +20.9% | +6.0% | +15.0% | +16.4% |
| YTD | +12.9% | +24.9% | -12.1% | -0.7% |
| 1Y | +20.3% | +20.1% | +0.2% | +7.9% |
| 3Y | +160.9% | +16.4% | +144.5% | +132.5% |
| 5Y | +154.8% | +31.7% | +123.1% | +108.8% |
| 10Y | +591.1% | +223.9% | +367.2% | +248.8% |
| All | +11,186.3% | +7,669.4% | +3,516.8% | +1,075.5% |
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