+1,456.7%
JPM vs CRL
+1,647.7%
-191.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +1.6% | +8.9% | -7.3% | -1.0% |
| 30D | +3.4% | +14.0% | -10.5% | -1.1% |
| 3M | -5.7% | +19.8% | -25.5% | -11.5% |
| 6M | +13.5% | +102.0% | -88.5% | -9.7% |
| YTD | +8.4% | +70.8% | -62.4% | -10.4% |
| 1Y | +9.1% | +98.7% | -89.7% | -14.0% |
| 3Y | +149.5% | +98.2% | +51.3% | +84.1% |
| 5Y | +132.6% | -11.7% | +144.3% | +113.8% |
| 10Y | +480.0% | +356.7% | +123.4% | +194.8% |
| All | +1,456.7% | +1,647.7% | -191.1% | +488.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling