+15.0%
CI vs JD
-9.4%
+24.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.4% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +6.4% | +4.2% | +2.2% | +5.8% |
| 3M | +10.7% | -12.8% | +23.4% | +12.2% |
| 6M | +5.5% | -8.8% | +14.2% | +6.3% |
| YTD | +11.4% | +0.5% | +10.9% | +13.4% |
| 1Y | +15.0% | -8.8% | +23.8% | +19.3% |
| All | +15.0% | -9.4% | +24.4% | +19.3% |
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