+38.2%
JPM vs CRCL
+30.9%
+7.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | -0.2% |
| 7D | -2.3% | -12.5% | +10.2% | -1.9% |
| 30D | -2.3% | +26.9% | -29.3% | -3.2% |
| 3M | +14.9% | +14.4% | +0.5% | +14.0% |
| 6M | +23.6% | -23.5% | +47.2% | +23.8% |
| YTD | +11.3% | +13.9% | -2.6% | +8.8% |
| 1Y | +19.9% | -20.6% | +40.4% | +18.3% |
| All | +38.2% | +30.9% | +7.3% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling