-6.4%
CARR vs JD
-15.9%
+9.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.8% | -4.2% | +0.5% | -3.4% |
| 30D | -8.9% | -14.4% | +5.5% | -7.7% |
| 3M | -17.3% | -3.6% | -13.7% | -17.5% |
| 6M | -1.4% | -0.3% | -1.1% | -2.7% |
| YTD | +10.0% | -2.4% | +12.3% | +9.2% |
| 1Y | -6.4% | -18.5% | +12.2% | -4.8% |
| All | -6.4% | -15.9% | +9.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling