+282.1%
CME vs JD
+18.8%
+263.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.0% |
| 7D | -2.9% | -0.8% | -2.1% | -2.8% |
| 30D | +5.5% | -16.0% | +21.6% | +6.7% |
| 3M | +11.0% | -3.2% | +14.2% | +11.1% |
| 6M | -9.7% | +6.1% | -15.8% | -10.2% |
| YTD | +4.9% | -0.1% | +5.0% | +4.6% |
| 1Y | +10.1% | -12.7% | +22.8% | +10.7% |
| 3Y | +53.5% | -6.3% | +59.8% | +50.7% |
| 5Y | +77.2% | -61.3% | +138.5% | +82.3% |
| 10Y | +282.1% | +17.6% | +264.5% | +247.8% |
| All | +282.1% | +18.8% | +263.4% | +247.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling