+7.1%
CME vs JD
-2.2%
+9.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.7% |
| 7D | +0.9% | +13.4% | -12.4% | -1.5% |
| 30D | +13.2% | +7.7% | +5.5% | +11.7% |
| 3M | +16.3% | -11.3% | +27.5% | +19.6% |
| 6M | +7.1% | -5.1% | +12.3% | +4.2% |
| All | +7.1% | -2.2% | +9.4% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling