-65.0%
CBRS vs JD
-16.2%
-48.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.5% | +9.7% | +10.5% |
| 7D | +21.2% | -4.1% | +25.4% | +23.5% |
| 30D | -23.2% | +4.6% | -27.8% | -25.7% |
| 3M | -52.9% | -4.7% | -48.2% | -51.6% |
| All | -65.0% | -16.2% | -48.8% | -57.0% |
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