+135.3%
JPM vs CSGP
-62.5%
+197.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.5% |
| 7D | +3.5% | +1.3% | +2.2% | +3.3% |
| 30D | +3.3% | +2.8% | +0.4% | +2.3% |
| 3M | -4.2% | -6.3% | +2.1% | -3.7% |
| 6M | +16.4% | -3.2% | +19.6% | +15.6% |
| YTD | +9.5% | -54.0% | +63.5% | +25.9% |
| 1Y | +14.0% | -54.8% | +68.8% | +31.4% |
| 3Y | +153.1% | -60.6% | +213.6% | +195.6% |
| All | +135.3% | -62.5% | +197.8% | +171.6% |
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