+252.4%
CI vs JD
+48.3%
+204.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | +1.3% | -1.7% | +3.0% | +1.5% |
| 30D | +4.4% | -13.2% | +17.6% | +5.8% |
| 3M | +0.7% | -3.2% | +3.8% | +0.9% |
| 6M | +0.3% | +15.2% | -14.9% | -1.3% |
| YTD | +3.8% | +2.0% | +1.8% | +3.3% |
| 1Y | -5.5% | -5.4% | -0.1% | -5.4% |
| 3Y | +8.1% | -9.1% | +17.2% | +5.9% |
| 5Y | +42.8% | -59.6% | +102.4% | +48.0% |
| 10Y | +143.9% | +26.2% | +117.6% | +97.2% |
| All | +252.4% | +48.3% | +204.1% | +181.5% |
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