+603.5%
CME vs JD
+52.8%
+550.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.6% |
| 7D | +0.9% | +13.4% | -12.4% | 0.0% |
| 30D | +13.2% | +7.7% | +5.5% | +12.6% |
| 3M | +16.3% | -11.3% | +27.5% | +17.1% |
| 6M | +7.1% | -5.1% | +12.3% | +7.4% |
| YTD | +15.8% | +5.0% | +10.8% | +15.1% |
| 1Y | +17.1% | -5.6% | +22.7% | +17.2% |
| 3Y | +63.2% | +17.8% | +45.4% | +57.2% |
| 5Y | +70.2% | -57.2% | +127.4% | +73.5% |
| 10Y | +337.0% | +34.8% | +302.2% | +284.6% |
| All | +603.5% | +52.8% | +550.7% | +507.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling