-6.0%
CCL vs JD
+48.9%
-54.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.8% |
| 7D | +3.1% | +7.9% | -4.9% | +1.0% |
| 30D | +17.5% | +4.8% | +12.8% | +16.0% |
| 3M | +6.8% | -13.9% | +20.7% | +10.6% |
| 6M | +18.7% | -5.8% | +24.5% | +19.6% |
| YTD | +3.0% | +2.4% | +0.6% | +1.6% |
| 1Y | +17.7% | -7.5% | +25.3% | +19.0% |
| 3Y | +155.6% | +20.9% | +134.7% | +125.9% |
| 5Y | +30.2% | -58.0% | +88.2% | +44.1% |
| 10Y | -28.5% | +28.9% | -57.4% | -43.3% |
| All | -6.0% | +48.9% | -54.9% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling