+104.3%
CEG vs JD
+16.8%
+87.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.1% |
| 7D | -4.7% | +13.4% | -18.1% | -6.0% |
| 30D | -16.6% | +7.7% | -24.3% | -17.2% |
| 3M | -4.1% | -11.3% | +7.2% | -3.0% |
| 6M | -22.3% | -5.1% | -17.2% | -22.2% |
| YTD | -28.9% | +5.0% | -34.0% | -29.7% |
| 1Y | -28.5% | -5.6% | -22.8% | -28.4% |
| 3Y | +104.3% | +17.8% | +86.5% | +103.6% |
| All | +104.3% | +16.8% | +87.5% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling