+639.5%
CEG vs JD
-55.9%
+695.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.7% |
| 7D | +8.0% | -1.7% | +9.7% | +8.2% |
| 30D | +12.9% | -13.2% | +26.1% | +14.4% |
| 3M | +13.2% | -3.2% | +16.3% | +13.3% |
| 6M | -7.0% | +15.2% | -22.2% | -8.6% |
| YTD | -15.0% | +2.0% | -17.0% | -15.5% |
| 1Y | -2.7% | -5.4% | +2.6% | -2.7% |
| 3Y | +184.1% | -9.1% | +193.2% | +181.8% |
| All | +639.5% | -55.9% | +695.4% | +664.9% |
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