+268.2%
CI vs JD
+52.8%
+215.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.3% | -2.8% |
| 7D | -1.6% | +13.4% | -14.9% | -2.8% |
| 30D | +5.4% | +7.7% | -2.3% | +4.6% |
| 3M | +7.3% | -11.3% | +18.5% | +8.4% |
| 6M | +5.3% | -5.1% | +10.5% | +5.7% |
| YTD | +8.5% | +5.0% | +3.4% | +7.6% |
| 1Y | +17.1% | -5.6% | +22.7% | +17.3% |
| 3Y | +1.4% | +17.8% | -16.4% | -3.4% |
| 5Y | +50.5% | -57.2% | +107.6% | +55.0% |
| 10Y | +168.5% | +34.8% | +133.7% | +115.6% |
| All | +268.2% | +52.8% | +215.5% | +193.2% |
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 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