+278.1%
CI vs JD
+50.3%
+227.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.6% |
| 7D | +1.0% | +11.7% | -10.7% | -0.1% |
| 30D | +9.9% | +8.1% | +1.8% | +9.0% |
| 3M | +12.1% | -12.0% | +24.1% | +13.4% |
| 6M | +10.6% | -3.5% | +14.1% | +10.8% |
| YTD | +11.4% | +3.3% | +8.0% | +10.7% |
| 1Y | +18.8% | -7.4% | +26.2% | +19.2% |
| 3Y | +2.9% | +16.6% | -13.7% | -1.9% |
| 5Y | +54.5% | -57.9% | +112.4% | +59.4% |
| 10Y | +175.7% | +32.6% | +143.1% | +121.7% |
| All | +278.1% | +50.3% | +227.8% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling