+153.1%
JPM vs CRL
+97.9%
+55.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +3.3% | +11.9% | -8.7% | +1.2% |
| 3M | -4.2% | +20.2% | -24.3% | -7.2% |
| 6M | +16.4% | +107.5% | -91.1% | +2.9% |
| YTD | +9.5% | +69.4% | -59.9% | -0.6% |
| 1Y | +14.0% | +99.7% | -85.7% | +0.8% |
| 3Y | +153.1% | +98.8% | +54.3% | +119.2% |
| All | +153.1% | +97.9% | +55.2% | +119.2% |
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