+518.2%
CEG vs JD
-54.6%
+572.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.1% |
| 7D | -4.7% | +13.4% | -18.1% | -5.9% |
| 30D | -16.6% | +7.7% | -24.3% | -17.2% |
| 3M | -4.1% | -11.3% | +7.2% | -3.1% |
| 6M | -22.3% | -5.1% | -17.2% | -22.2% |
| YTD | -28.9% | +5.0% | -34.0% | -29.6% |
| 1Y | -28.5% | -5.6% | -22.8% | -28.4% |
| 3Y | +104.3% | +17.8% | +86.5% | +98.3% |
| All | +518.2% | -54.6% | +572.8% | +537.4% |
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