+1,372.5%
JPM vs CSGP
+3,294.4%
-1,922.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.8% | +0.4% |
| 7D | -0.8% | +1.3% | -2.0% | -1.1% |
| 30D | +1.5% | +10.7% | -9.2% | -2.3% |
| 3M | -5.7% | +3.3% | -8.9% | -7.8% |
| 6M | +7.2% | -10.3% | +17.6% | +7.9% |
| YTD | +5.8% | -54.6% | +60.4% | +27.0% |
| 1Y | +8.8% | -54.6% | +63.4% | +30.4% |
| 3Y | +147.4% | -60.3% | +207.7% | +201.3% |
| 5Y | +125.3% | -63.3% | +188.6% | +172.5% |
| 10Y | +540.5% | +66.5% | +474.1% | +384.7% |
| All | +1,372.5% | +3,294.4% | -1,922.0% | +322.6% |
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 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