+142.2%
CI vs JD
+29.5%
+112.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -1.7% | -4.0% | +2.3% | -1.4% |
| 30D | +4.9% | +2.7% | +2.2% | +4.6% |
| 3M | +7.4% | -13.0% | +20.4% | +8.7% |
| 6M | +0.4% | -12.7% | +13.1% | +1.5% |
| YTD | +9.5% | -0.8% | +10.3% | +9.2% |
| 1Y | +12.0% | -8.9% | +20.9% | +12.6% |
| 3Y | +7.1% | +17.0% | -9.9% | +2.0% |
| 5Y | +49.3% | -63.5% | +112.8% | +59.0% |
| All | +142.2% | +29.5% | +112.7% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling