+585.7%
JPM vs CRL
+249.3%
+336.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -2.3% | -6.9% | +4.6% | -0.5% |
| 30D | -2.3% | -3.2% | +0.8% | -1.6% |
| 3M | +14.9% | +46.5% | -31.7% | +3.1% |
| 6M | +23.6% | +63.1% | -39.5% | +6.7% |
| YTD | +11.3% | +36.9% | -25.6% | +0.3% |
| 1Y | +19.9% | +78.1% | -58.2% | -0.4% |
| 3Y | +162.6% | +36.7% | +125.9% | +122.7% |
| 5Y | +154.6% | -38.1% | +192.7% | +175.4% |
| All | +585.7% | +249.3% | +336.3% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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