+441.9%
CARR vs JD
-14.0%
+455.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | +1.6% | -1.7% | +3.2% | +1.8% |
| 30D | -8.7% | -13.2% | +4.4% | -7.2% |
| 3M | -12.6% | -3.2% | -9.4% | -12.4% |
| 6M | -1.5% | +15.2% | -16.8% | -3.8% |
| YTD | +14.3% | +2.0% | +12.3% | +13.4% |
| 1Y | -4.6% | -5.4% | +0.8% | -4.6% |
| 3Y | +7.3% | -9.1% | +16.5% | +5.7% |
| 5Y | +11.6% | -59.6% | +71.2% | +16.7% |
| All | +441.9% | -14.0% | +455.9% | +446.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling