-33.8%
CCL vs JD
+29.5%
-63.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.0% |
| 7D | -0.3% | -4.0% | +3.7% | +0.7% |
| 30D | +10.3% | +2.7% | +7.7% | +9.4% |
| 3M | +6.6% | -13.0% | +19.6% | +10.3% |
| 6M | +20.0% | -12.7% | +32.7% | +23.6% |
| YTD | -1.9% | -0.8% | -1.1% | -2.6% |
| 1Y | +10.4% | -8.9% | +19.3% | +12.2% |
| 3Y | +134.8% | +17.0% | +117.8% | +106.6% |
| 5Y | +34.0% | -63.5% | +97.5% | +55.6% |
| All | -33.8% | +29.5% | -63.3% | -49.2% |
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