+152.5%
JPM vs CRS
+1,363.4%
-1,210.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -0.7% | -6.8% | +6.1% | +0.9% |
| 30D | -2.5% | -16.1% | +13.7% | +1.3% |
| 3M | +14.1% | -21.2% | +35.3% | +19.7% |
| 6M | +25.1% | +8.7% | +16.4% | +21.3% |
| YTD | +12.1% | +41.0% | -28.8% | +1.9% |
| 1Y | +18.8% | +82.7% | -63.9% | +0.7% |
| 3Y | +163.4% | +604.8% | -441.4% | +58.2% |
| All | +152.5% | +1,363.4% | -1,210.9% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling