+591.6%
JPM vs CSGP
+45.2%
+546.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.3% |
| 7D | +0.3% | -4.1% | +4.4% | +1.3% |
| 30D | -0.2% | +2.3% | -2.5% | -1.1% |
| 3M | +15.9% | -8.2% | +24.0% | +17.4% |
| 6M | +20.9% | -35.1% | +56.0% | +34.0% |
| YTD | +12.9% | -54.0% | +66.9% | +36.3% |
| 1Y | +20.3% | -65.3% | +85.6% | +57.3% |
| 3Y | +160.9% | -62.6% | +223.5% | +225.7% |
| 5Y | +154.8% | -64.8% | +219.7% | +215.8% |
| All | +591.6% | +45.2% | +546.4% | +488.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling