+162.6%
JPM vs CRL
+37.9%
+124.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | -1.1% | +5.0% | -6.1% | -1.9% |
| 3M | +14.1% | +50.6% | -36.4% | +6.7% |
| 6M | +23.3% | +60.9% | -37.6% | +13.3% |
| YTD | +11.3% | +40.7% | -29.5% | +4.3% |
| 1Y | +23.0% | +73.3% | -50.3% | +10.9% |
| 3Y | +162.6% | +40.6% | +122.0% | +138.1% |
| All | +162.6% | +37.9% | +124.6% | +138.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling