-28.6%
CCL vs JD
+48.3%
-76.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.4% |
| 7D | -5.0% | -1.7% | -3.4% | -4.6% |
| 30D | -20.3% | -13.2% | -7.2% | -17.6% |
| 3M | -15.1% | -3.2% | -12.0% | -14.7% |
| 6M | -15.1% | +15.2% | -30.3% | -18.7% |
| YTD | -21.8% | +2.0% | -23.8% | -22.7% |
| 1Y | -24.8% | -5.4% | -19.4% | -24.5% |
| 3Y | +51.9% | -9.1% | +61.0% | +45.2% |
| 5Y | +4.0% | -59.6% | +63.7% | +16.0% |
| 10Y | -42.2% | +26.2% | -68.5% | -54.0% |
| All | -28.6% | +48.3% | -76.9% | -44.1% |
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