+248.2%
CB vs JD
+31.9%
+216.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +0.2% | +13.4% | -13.1% | -0.5% |
| 30D | +9.1% | +7.7% | +1.4% | +8.5% |
| 3M | +3.4% | -11.3% | +14.7% | +4.1% |
| 6M | +14.1% | -5.1% | +19.2% | +14.3% |
| YTD | +18.0% | +5.0% | +13.0% | +17.3% |
| 1Y | +30.1% | -5.6% | +35.8% | +30.2% |
| 3Y | +71.8% | +17.8% | +54.0% | +66.1% |
| 5Y | +101.8% | -57.2% | +159.0% | +106.5% |
| All | +248.2% | +31.9% | +216.3% | +211.3% |
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