+162.6%
JPM vs CPNG
-76.7%
+239.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.1% |
| 7D | -0.4% | -6.3% | +5.9% | +0.3% |
| 30D | -1.1% | -8.7% | +7.6% | -0.2% |
| 3M | +14.1% | -2.4% | +16.6% | +14.1% |
| 6M | +23.3% | -22.3% | +45.6% | +25.7% |
| YTD | +11.3% | -37.2% | +48.5% | +15.8% |
| 1Y | +23.0% | -53.0% | +76.0% | +31.9% |
| 3Y | +162.6% | -20.0% | +182.6% | +161.9% |
| 5Y | +152.8% | -52.8% | +205.5% | +145.5% |
| All | +162.6% | -76.7% | +239.3% | +151.0% |
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