+73.1%
CME vs JD
-63.0%
+136.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | +3.9% | -4.1% | +8.1% | +4.1% |
| 30D | +11.3% | +4.6% | +6.7% | +11.1% |
| 3M | +19.6% | -4.7% | +24.3% | +19.8% |
| 6M | +8.1% | -17.4% | +25.4% | +8.7% |
| YTD | +20.4% | +0.7% | +19.7% | +20.2% |
| 1Y | +16.5% | -5.9% | +22.4% | +16.6% |
| 3Y | +66.4% | +18.9% | +47.6% | +61.9% |
| All | +73.1% | -63.0% | +136.1% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling