+11,024.8%
JPM vs CRS
+9,808.6%
+1,216.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.2% |
| 7D | -0.4% | -3.1% | +2.7% | +0.6% |
| 30D | -1.1% | -19.6% | +18.5% | +6.2% |
| 3M | +14.1% | -8.1% | +22.2% | +16.4% |
| 6M | +23.3% | +18.6% | +4.7% | +14.2% |
| YTD | +11.3% | +45.9% | -34.6% | -4.8% |
| 1Y | +23.0% | +82.5% | -59.5% | -4.3% |
| 3Y | +162.6% | +648.9% | -486.3% | +17.6% |
| 5Y | +152.8% | +1,438.1% | -1,285.4% | -18.0% |
| 10Y | +583.6% | +1,327.0% | -743.3% | +95.4% |
| All | +11,024.8% | +9,808.6% | +1,216.2% | +1,099.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CRS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling