+16.1%
JPM vs CRCL
-33.1%
+49.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +4.1% |
| 7D | +3.8% | -6.8% | +10.6% | +4.0% |
| 30D | +6.5% | -8.6% | +15.1% | +6.6% |
| 3M | -1.0% | +20.3% | -21.4% | -1.9% |
| 6M | +15.5% | -36.3% | +51.9% | +16.5% |
| YTD | +11.4% | -4.0% | +15.4% | +7.3% |
| 1Y | +16.1% | -31.6% | +47.6% | +13.2% |
| All | +16.1% | -33.1% | +49.2% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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