+164.7%
JPM vs CPNG
-76.2%
+240.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.4% |
| 7D | -0.7% | -1.1% | +0.4% | -0.6% |
| 30D | -2.5% | -7.4% | +4.9% | -1.7% |
| 3M | +14.1% | -12.3% | +26.5% | +15.5% |
| 6M | +25.1% | -19.4% | +44.5% | +27.0% |
| YTD | +12.1% | -35.9% | +48.0% | +16.5% |
| 1Y | +18.8% | -53.4% | +72.2% | +27.5% |
| 3Y | +163.4% | -20.0% | +183.4% | +162.8% |
| 5Y | +156.5% | -49.6% | +206.1% | +148.9% |
| All | +164.7% | -76.2% | +240.8% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling