+155.3%
JPM vs CSGP
-64.7%
+220.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | +0.3% | -4.1% | +4.4% | +1.0% |
| 30D | -0.2% | +2.3% | -2.5% | -0.8% |
| 3M | +15.9% | -8.2% | +24.0% | +17.1% |
| 6M | +20.9% | -35.1% | +56.0% | +30.7% |
| YTD | +12.9% | -54.0% | +66.9% | +30.4% |
| 1Y | +20.3% | -65.3% | +85.6% | +48.2% |
| 3Y | +160.9% | -62.6% | +223.5% | +209.6% |
| All | +155.3% | -64.7% | +220.0% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling