+506.0%
JPM vs CSGP
+72.5%
+433.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.7% |
| 7D | +0.4% | -1.8% | +2.3% | +0.9% |
| 30D | +2.7% | +5.3% | -2.6% | +0.7% |
| 3M | -3.8% | +3.3% | -7.1% | -5.8% |
| 6M | +14.3% | -4.7% | +19.0% | +13.5% |
| YTD | +8.2% | -53.5% | +61.7% | +29.3% |
| 1Y | +11.0% | -53.7% | +64.7% | +32.5% |
| 3Y | +152.7% | -59.7% | +212.4% | +206.4% |
| 5Y | +130.8% | -62.5% | +193.3% | +178.6% |
| 10Y | +506.0% | +67.3% | +438.7% | +418.1% |
| All | +506.0% | +72.5% | +433.4% | +418.1% |
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