+10,718.5%
JPM vs CPB
+355.6%
+10,363.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +1.2% | +2.9% | -1.7% | +0.3% |
| 30D | +2.7% | +17.6% | -14.9% | -2.4% |
| 3M | -4.5% | +2.0% | -6.5% | -5.7% |
| 6M | +14.3% | +11.6% | +2.7% | +9.1% |
| YTD | +8.2% | -13.8% | +22.0% | +10.9% |
| 1Y | +10.0% | -21.6% | +31.6% | +16.1% |
| 3Y | +149.0% | -35.8% | +184.8% | +173.1% |
| 5Y | +131.0% | -33.3% | +164.3% | +145.7% |
| 10Y | +479.1% | -39.4% | +518.5% | +497.4% |
| All | +10,718.5% | +355.6% | +10,363.0% | +4,238.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling