+246.7%
CB vs JD
+31.1%
+215.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.4% |
| 7D | -1.0% | +0.4% | -1.5% | -1.1% |
| 30D | +7.3% | +4.2% | +3.1% | +7.0% |
| 3M | +7.0% | -12.8% | +19.8% | +7.9% |
| 6M | +16.3% | -8.8% | +25.1% | +16.8% |
| YTD | +19.7% | +0.5% | +19.2% | +19.3% |
| 1Y | +27.8% | -8.8% | +36.6% | +28.1% |
| 3Y | +72.0% | +18.6% | +53.4% | +66.1% |
| 5Y | +104.9% | -62.2% | +167.1% | +112.2% |
| 10Y | +246.7% | +32.2% | +214.5% | +210.5% |
| All | +246.7% | +31.1% | +215.7% | +210.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling