+214.3%
COF vs JD
+44.3%
+170.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -5.0% | -4.0% | -1.0% | -4.4% |
| 30D | -2.3% | +2.7% | -4.9% | -2.8% |
| 3M | -12.7% | -13.0% | +0.4% | -10.8% |
| 6M | +6.2% | -12.7% | +18.9% | +8.2% |
| YTD | -19.2% | -0.8% | -18.4% | -19.7% |
| 1Y | -11.5% | -8.9% | -2.6% | -10.8% |
| 3Y | +92.8% | +17.0% | +75.8% | +78.9% |
| 5Y | +34.3% | -63.5% | +97.8% | +46.2% |
| 10Y | +183.0% | +30.5% | +152.5% | +125.1% |
| All | +214.3% | +44.3% | +170.1% | +148.2% |
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 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