+1,385.0%
JPM vs CSGP
+3,461.1%
-2,076.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.7% |
| 7D | -1.8% | +13.9% | -15.7% | -5.4% |
| 30D | +1.8% | +16.0% | -14.2% | -3.2% |
| 3M | -5.6% | +6.1% | -11.7% | -8.5% |
| 6M | +10.1% | -8.2% | +18.2% | +10.1% |
| YTD | +6.7% | -52.3% | +59.0% | +26.5% |
| 1Y | +10.3% | -54.5% | +64.8% | +32.2% |
| 3Y | +151.4% | -58.6% | +210.0% | +202.7% |
| 5Y | +127.3% | -61.5% | +188.8% | +171.3% |
| 10Y | +546.0% | +74.7% | +471.3% | +382.6% |
| All | +1,385.0% | +3,461.1% | -2,076.1% | +320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling