+47.8%
COF vs JD
-60.9%
+108.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -1.1% |
| 7D | -2.7% | -3.0% | +0.3% | -2.2% |
| 30D | -3.4% | -19.3% | +16.0% | -0.4% |
| 3M | +15.4% | -6.0% | +21.4% | +16.3% |
| 6M | +14.4% | +1.8% | +12.6% | +13.6% |
| YTD | -12.0% | -2.6% | -9.4% | -12.1% |
| 1Y | -3.7% | -17.4% | +13.7% | -1.7% |
| 3Y | +121.1% | -8.6% | +129.7% | +115.8% |
| 5Y | +47.8% | -61.6% | +109.4% | +62.9% |
| All | +47.8% | -60.9% | +108.7% | +62.9% |
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