+305.8%
CME vs JD
+31.1%
+274.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.3% |
| 7D | +2.5% | +0.4% | +2.0% | +2.4% |
| 30D | +13.9% | +4.2% | +9.7% | +13.6% |
| 3M | +22.4% | -12.8% | +35.1% | +23.4% |
| 6M | +12.9% | -8.8% | +21.7% | +13.4% |
| YTD | +19.6% | +0.5% | +19.1% | +19.2% |
| 1Y | +17.7% | -8.8% | +26.4% | +18.1% |
| 3Y | +65.3% | +18.6% | +46.8% | +59.0% |
| 5Y | +75.1% | -62.2% | +137.4% | +81.1% |
| 10Y | +305.8% | +32.2% | +273.5% | +264.6% |
| All | +305.8% | +31.1% | +274.7% | +264.6% |
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 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