+12.1%
CI vs JD
-8.1%
+20.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +1.2% | -4.1% | +5.3% | +1.6% |
| 30D | +2.6% | +4.6% | -2.0% | +2.0% |
| 3M | +7.4% | -4.7% | +12.2% | +7.9% |
| 6M | -0.1% | -17.4% | +17.2% | +1.6% |
| YTD | +9.7% | +0.7% | +9.0% | +11.6% |
| 1Y | +12.1% | -5.9% | +18.0% | +15.8% |
| All | +12.1% | -8.1% | +20.2% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling