+65.2%
CME vs JD
+16.1%
+49.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | +2.7% | -4.0% | +6.7% | +2.7% |
| 30D | +13.5% | +2.7% | +10.8% | +13.5% |
| 3M | +20.9% | -13.0% | +33.9% | +20.9% |
| 6M | +11.5% | -12.7% | +24.2% | +11.3% |
| YTD | +19.5% | -0.8% | +20.3% | +19.5% |
| 1Y | +17.2% | -8.9% | +26.1% | +17.2% |
| All | +65.2% | +16.1% | +49.1% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling