+155.5%
JPM vs CTVA
+102.6%
+52.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.7% |
| 7D | -0.4% | -5.8% | +5.4% | +1.4% |
| 30D | -1.4% | +11.1% | -12.5% | -4.6% |
| 3M | +13.9% | +13.2% | +0.7% | +8.7% |
| 6M | +23.5% | +8.7% | +14.8% | +19.0% |
| YTD | +11.6% | +27.3% | -15.6% | +1.7% |
| 1Y | +21.4% | +18.0% | +3.4% | +13.1% |
| 3Y | +163.4% | +76.5% | +87.0% | +111.3% |
| All | +155.5% | +102.6% | +52.9% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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