+91.5%
CSCO vs JD
-63.0%
+154.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.8% | -6.3% |
| 7D | +1.9% | -4.1% | +6.0% | +2.2% |
| 30D | -15.8% | +4.6% | -20.4% | -16.2% |
| 3M | -15.4% | -4.7% | -10.6% | -15.2% |
| 6M | -5.4% | -17.4% | +12.0% | -4.3% |
| YTD | +26.5% | +0.7% | +25.7% | +26.0% |
| 1Y | +25.9% | -5.9% | +31.8% | +26.0% |
| 3Y | +97.5% | +18.9% | +78.7% | +92.8% |
| All | +91.5% | -63.0% | +154.5% | +88.2% |
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 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