+590.9%
JPM vs CRH
+253.3%
+337.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.2% |
| 7D | -0.7% | -6.1% | +5.4% | +2.4% |
| 30D | -2.5% | -9.3% | +6.8% | +2.2% |
| 3M | +14.1% | -15.2% | +29.3% | +23.1% |
| 6M | +25.1% | -14.2% | +39.3% | +33.0% |
| YTD | +12.1% | -28.3% | +40.4% | +30.1% |
| 1Y | +18.8% | -21.8% | +40.6% | +31.2% |
| 3Y | +163.4% | +71.6% | +91.8% | +80.7% |
| 5Y | +156.5% | +96.6% | +59.9% | +57.3% |
| All | +590.9% | +253.3% | +337.6% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling