+30.1%
CB vs JD
-7.3%
+37.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.7% |
| 7D | +0.2% | +13.4% | -13.1% | +0.7% |
| 30D | +9.1% | +7.7% | +1.4% | +9.3% |
| 3M | +3.4% | -11.3% | +14.7% | +2.8% |
| 6M | +14.1% | -5.1% | +19.2% | +13.3% |
| YTD | +18.0% | +5.0% | +13.0% | +19.3% |
| 1Y | +30.1% | -5.6% | +35.8% | +31.8% |
| All | +30.1% | -7.3% | +37.4% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling