+6,950.3%
JPM vs CPRT
+23,878.7%
-16,928.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | +0.3% | +2.2% | -1.9% | -0.3% |
| 30D | -0.2% | +16.6% | -16.8% | -4.3% |
| 3M | +15.9% | +9.6% | +6.3% | +12.4% |
| 6M | +20.9% | -11.1% | +32.1% | +23.6% |
| YTD | +12.9% | -13.9% | +26.8% | +16.1% |
| 1Y | +20.3% | -32.5% | +52.8% | +31.4% |
| 3Y | +160.9% | -25.0% | +186.0% | +175.5% |
| 5Y | +154.8% | -7.4% | +162.2% | +152.3% |
| 10Y | +591.1% | +422.0% | +169.1% | +352.6% |
| All | +6,950.3% | +23,878.7% | -16,928.4% | +2,585.6% |
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