+251.7%
CB vs JD
+31.5%
+220.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +1.0% |
| 7D | +2.9% | -4.1% | +7.1% | +3.2% |
| 30D | +7.3% | +4.6% | +2.7% | +7.0% |
| 3M | +9.4% | -4.7% | +14.1% | +9.7% |
| 6M | +19.6% | -17.4% | +37.0% | +20.9% |
| YTD | +21.5% | +0.7% | +20.8% | +21.0% |
| 1Y | +28.0% | -5.9% | +33.9% | +28.1% |
| 3Y | +74.9% | +18.9% | +56.0% | +68.9% |
| 5Y | +108.1% | -62.9% | +171.1% | +116.0% |
| All | +251.7% | +31.5% | +220.2% | +215.2% |
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