+21.1%
COP vs JD
-4.6%
+25.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | +3.0% | -1.7% | +4.7% | +3.1% |
| 30D | +17.5% | -13.2% | +30.6% | +18.6% |
| 3M | +13.4% | -3.2% | +16.5% | +13.5% |
| 6M | +17.7% | +15.2% | +2.5% | +15.9% |
| YTD | +46.6% | +2.0% | +44.6% | +45.8% |
| 1Y | +44.6% | -5.4% | +50.0% | +44.7% |
| All | +21.1% | -4.6% | +25.7% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling