+52.7%
CI vs JD
-59.0%
+111.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.6% |
| 7D | +2.6% | +5.2% | -2.6% | +2.5% |
| 30D | +7.3% | +4.5% | +2.8% | +7.2% |
| 3M | +9.5% | -15.4% | +24.9% | +9.9% |
| 6M | +6.4% | -6.0% | +12.5% | +6.5% |
| YTD | +12.0% | +2.2% | +9.8% | +11.9% |
| 1Y | +20.1% | -6.7% | +26.7% | +20.2% |
| 3Y | +9.6% | +20.5% | -11.0% | +8.7% |
| 5Y | +52.7% | -58.4% | +111.1% | +55.1% |
| All | +52.7% | -59.0% | +111.7% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling