+162.6%
JPM vs CPB
-40.5%
+203.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.5% |
| 7D | -0.4% | -8.2% | +7.8% | -0.3% |
| 30D | -1.1% | -5.6% | +4.5% | -1.1% |
| 3M | +14.1% | +3.0% | +11.2% | +13.9% |
| 6M | +23.3% | -12.7% | +36.0% | +23.8% |
| YTD | +11.3% | -18.0% | +29.2% | +11.9% |
| 1Y | +23.0% | -31.7% | +54.7% | +25.0% |
| 3Y | +162.6% | -41.0% | +203.5% | +169.7% |
| All | +162.6% | -40.5% | +203.1% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling