-34.0%
CCL vs JD
+31.5%
-65.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -1.2% | -4.1% | +2.9% | -0.1% |
| 30D | +13.1% | +4.6% | +8.5% | +11.6% |
| 3M | +3.4% | -4.7% | +8.1% | +4.5% |
| 6M | +18.7% | -17.4% | +36.1% | +24.2% |
| YTD | -2.3% | +0.7% | -3.0% | -3.3% |
| 1Y | +14.2% | -5.9% | +20.1% | +15.0% |
| 3Y | +133.6% | +18.9% | +114.7% | +104.6% |
| 5Y | +33.5% | -62.9% | +96.4% | +54.4% |
| All | -34.0% | +31.5% | -65.5% | -49.6% |
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