+593.1%
CEG vs JD
-56.5%
+649.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | +12.1% | -4.1% | +16.2% | +12.5% |
| 30D | +0.2% | +4.6% | -4.4% | -0.3% |
| 3M | +0.7% | -4.7% | +5.5% | +1.1% |
| 6M | +2.2% | -17.4% | +19.6% | +3.9% |
| YTD | -20.3% | +0.7% | -21.0% | -20.8% |
| 1Y | -16.1% | -5.9% | -10.2% | -16.0% |
| 3Y | +134.7% | +18.9% | +115.8% | +127.5% |
| All | +593.1% | -56.5% | +649.5% | +617.0% |
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