+100.6%
CB vs JD
-58.0%
+158.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.4% |
| 7D | -1.5% | +7.9% | -9.4% | -1.7% |
| 30D | +6.5% | +4.8% | +1.8% | +6.4% |
| 3M | +4.1% | -13.9% | +18.0% | +4.5% |
| 6M | +14.4% | -5.8% | +20.2% | +14.5% |
| YTD | +17.5% | +2.4% | +15.1% | +17.2% |
| 1Y | +27.5% | -7.5% | +35.1% | +27.7% |
| 3Y | +71.6% | +20.9% | +50.7% | +68.2% |
| 5Y | +100.6% | -58.0% | +158.7% | +102.4% |
| All | +100.6% | -58.0% | +158.6% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling