+479.1%
JPM vs CPRT
+382.0%
+97.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +1.2% | +4.0% | -2.8% | -0.3% |
| 30D | +2.7% | +18.2% | -15.5% | -4.1% |
| 3M | -4.5% | +9.2% | -13.6% | -8.8% |
| 6M | +14.3% | -4.8% | +19.1% | +14.6% |
| YTD | +8.2% | -17.5% | +25.7% | +14.9% |
| 1Y | +10.0% | -22.0% | +32.0% | +19.7% |
| 3Y | +149.0% | -33.7% | +182.7% | +185.1% |
| 5Y | +131.0% | -15.0% | +146.0% | +129.1% |
| 10Y | +479.1% | +385.2% | +93.9% | +187.3% |
| All | +479.1% | +382.0% | +97.1% | +187.3% |
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