+8.8%
JPM vs CSGP
-56.4%
+65.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.8% | -0.8% |
| 7D | -0.8% | +1.3% | -2.0% | -0.7% |
| 30D | +1.5% | +10.7% | -9.2% | +1.5% |
| 3M | -5.7% | +3.3% | -8.9% | -5.6% |
| 6M | +7.2% | -10.3% | +17.6% | +7.5% |
| YTD | +5.8% | -54.6% | +60.4% | +6.5% |
| 1Y | +8.8% | -54.6% | +63.4% | +9.7% |
| All | +8.8% | -56.4% | +65.2% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling