+21.4%
JPM vs CRL
+66.2%
-44.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -0.4% | -4.6% | +4.2% | +0.1% |
| 30D | -1.4% | +0.5% | -1.9% | -1.5% |
| 3M | +13.9% | +46.6% | -32.7% | +8.9% |
| 6M | +23.5% | +57.3% | -33.7% | +16.3% |
| YTD | +11.6% | +39.5% | -27.9% | +6.1% |
| 1Y | +21.4% | +76.9% | -55.5% | +15.1% |
| All | +21.4% | +66.2% | -44.8% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling