+158.5%
JPM vs CPNG
-76.1%
+234.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.1% |
| 7D | +3.5% | -6.8% | +10.3% | +4.3% |
| 30D | +3.3% | +5.5% | -2.2% | +2.6% |
| 3M | -4.2% | -6.8% | +2.6% | -3.6% |
| 6M | +16.4% | -4.8% | +21.2% | +16.3% |
| YTD | +9.5% | -35.6% | +45.1% | +13.5% |
| 1Y | +14.0% | -46.8% | +60.8% | +20.6% |
| 3Y | +153.1% | -0.8% | +153.9% | +146.6% |
| 5Y | +134.9% | -42.9% | +177.7% | +127.6% |
| All | +158.5% | -76.1% | +234.6% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling