+6,658.1%
JPM vs CPRT
+22,868.9%
-16,210.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.2% | +4.0% | -2.8% | +0.2% |
| 30D | +2.7% | +18.2% | -15.5% | -1.7% |
| 3M | -4.5% | +9.2% | -13.6% | -7.1% |
| 6M | +14.3% | -4.8% | +19.1% | +14.4% |
| YTD | +8.2% | -17.5% | +25.7% | +12.1% |
| 1Y | +10.0% | -22.0% | +32.0% | +15.6% |
| 3Y | +149.0% | -33.7% | +182.7% | +170.4% |
| 5Y | +131.0% | -15.0% | +146.0% | +133.1% |
| 10Y | +479.1% | +385.2% | +93.9% | +284.7% |
| All | +6,658.1% | +22,868.9% | -16,210.8% | +2,493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling