+39.3%
JPM vs CRCL
+31.3%
+8.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -0.7% | -11.2% | +10.5% | -0.3% |
| 30D | -2.5% | +27.1% | -29.6% | -3.3% |
| 3M | +14.1% | +9.6% | +4.5% | +13.4% |
| 6M | +25.1% | -19.7% | +44.8% | +25.0% |
| YTD | +12.1% | +14.2% | -2.1% | +9.6% |
| 1Y | +18.8% | -32.2% | +51.0% | +17.8% |
| All | +39.3% | +31.3% | +8.0% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling