+1,459.3%
JPM vs CRL
+1,657.4%
-198.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -2.5% | +5.0% | -7.5% | -4.0% |
| 30D | +2.7% | +13.5% | -10.8% | -1.7% |
| 3M | -4.7% | +21.5% | -26.2% | -10.9% |
| 6M | +15.6% | +103.4% | -87.9% | -8.2% |
| YTD | +8.6% | +71.8% | -63.2% | -10.4% |
| 1Y | +10.9% | +97.5% | -86.6% | -12.4% |
| 3Y | +149.9% | +99.2% | +50.7% | +84.2% |
| 5Y | +131.9% | -12.1% | +144.1% | +113.6% |
| 10Y | +481.0% | +359.2% | +121.8% | +194.8% |
| All | +1,459.3% | +1,657.4% | -198.1% | +488.2% |
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 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