+583.6%
JPM vs CPRT
+411.2%
+172.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.6% |
| 30D | -1.1% | +9.9% | -11.0% | -5.4% |
| 3M | +14.1% | +5.6% | +8.5% | +10.2% |
| 6M | +23.3% | -13.6% | +36.9% | +29.5% |
| YTD | +11.3% | -16.7% | +28.0% | +18.3% |
| 1Y | +23.0% | -33.1% | +56.1% | +43.7% |
| 3Y | +162.6% | -27.1% | +189.6% | +188.6% |
| 5Y | +152.8% | -9.9% | +162.6% | +144.4% |
| 10Y | +583.6% | +415.3% | +168.3% | +222.2% |
| All | +583.6% | +411.2% | +172.5% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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