+21.4%
JPM vs CPRT
-34.0%
+55.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.5% |
| 7D | -0.4% | -0.4% | 0.0% | -0.4% |
| 30D | -1.4% | +8.2% | -9.7% | -2.1% |
| 3M | +13.9% | +2.3% | +11.6% | +13.9% |
| 6M | +23.5% | -14.7% | +38.3% | +27.0% |
| YTD | +11.6% | -18.2% | +29.8% | +15.1% |
| 1Y | +21.4% | -33.4% | +54.7% | +26.2% |
| All | +21.4% | -34.0% | +55.4% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling