+149.5%
JPM vs CSGP
-58.5%
+208.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -4.0% |
| 7D | -1.8% | +13.9% | -15.7% | -3.2% |
| 30D | +1.8% | +16.0% | -14.2% | -0.2% |
| 3M | -5.6% | +6.1% | -11.7% | -6.7% |
| 6M | +10.1% | -8.2% | +18.2% | +10.8% |
| YTD | +6.7% | -52.3% | +59.0% | +19.0% |
| 1Y | +10.3% | -54.5% | +64.8% | +24.1% |
| All | +149.5% | -58.5% | +208.0% | +183.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling