+8.4%
CI vs JD
+18.5%
-10.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.7% |
| 7D | +0.1% | +7.9% | -7.8% | 0.0% |
| 30D | +4.7% | +4.8% | -0.1% | +4.5% |
| 3M | +5.2% | -13.9% | +19.1% | +5.5% |
| 6M | +3.8% | -5.8% | +9.6% | +3.9% |
| YTD | +9.2% | +2.4% | +6.8% | +9.2% |
| 1Y | +14.3% | -7.5% | +21.8% | +14.3% |
| 3Y | +8.4% | +20.9% | -12.4% | +6.2% |
| All | +8.4% | +18.5% | -10.1% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling