+22.8%
CCL vs JD
-58.0%
+80.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | 0.0% |
| 7D | +3.1% | +13.4% | -10.2% | -0.5% |
| 30D | +13.7% | +7.7% | +6.0% | +11.3% |
| 3M | +3.8% | -11.3% | +15.1% | +6.9% |
| 6M | +9.3% | -5.1% | +14.4% | +10.0% |
| YTD | -1.1% | +5.0% | -6.1% | -3.3% |
| 1Y | +14.6% | -5.6% | +20.2% | +15.3% |
| 3Y | +146.4% | +17.8% | +128.6% | +113.8% |
| All | +22.8% | -58.0% | +80.8% | +32.7% |
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