+74.9%
CB vs JD
+14.9%
+60.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -0.7% |
| 7D | +2.6% | +11.7% | -9.2% | +2.5% |
| 30D | +11.2% | +8.1% | +3.1% | +11.1% |
| 3M | +5.7% | -12.0% | +17.7% | +5.9% |
| 6M | +15.9% | -3.5% | +19.4% | +15.9% |
| YTD | +20.2% | +3.3% | +16.8% | +20.0% |
| 1Y | +32.4% | -7.4% | +39.8% | +32.5% |
| All | +74.9% | +14.9% | +60.0% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling