+10.9%
CARR vs JD
+17.9%
-7.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +3.5% | -4.1% | +7.6% | +4.0% |
| 30D | +0.4% | +4.6% | -4.3% | -0.3% |
| 3M | -14.1% | -4.7% | -9.3% | -13.7% |
| 6M | -16.7% | -17.4% | +0.7% | -14.9% |
| YTD | +4.2% | +0.7% | +3.5% | +3.4% |
| 1Y | -0.2% | -5.9% | +5.7% | -0.1% |
| 3Y | +10.9% | +18.9% | -8.0% | +10.4% |
| All | +10.9% | +17.9% | -7.0% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling