+217.6%
CB vs JD
+25.4%
+192.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.0% |
| 7D | +0.5% | -1.7% | +2.2% | +0.6% |
| 30D | -3.1% | -13.2% | +10.0% | -2.3% |
| 3M | +9.0% | -3.2% | +12.1% | +9.1% |
| 6M | +2.9% | +15.2% | -12.4% | +1.7% |
| YTD | +10.1% | +2.0% | +8.1% | +9.7% |
| 1Y | +22.8% | -5.4% | +28.2% | +22.7% |
| 3Y | +73.8% | -9.1% | +82.9% | +71.3% |
| 5Y | +99.2% | -59.6% | +158.8% | +104.6% |
| All | +217.6% | +25.4% | +192.2% | +182.2% |
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