+34.4%
JD vs CAG
-37.3%
+71.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.4% |
| 7D | -4.1% | -3.3% | -0.8% | -3.8% |
| 30D | +4.6% | +7.7% | -3.1% | +3.9% |
| 3M | -4.7% | -3.2% | -1.6% | -4.6% |
| 6M | -17.4% | +7.0% | -24.3% | -18.0% |
| YTD | +0.7% | -9.0% | +9.7% | +1.1% |
| 1Y | -5.9% | -9.6% | +3.7% | -5.5% |
| 3Y | +18.9% | -36.0% | +54.9% | +22.6% |
| 5Y | -62.9% | -40.9% | -22.1% | -61.7% |
| All | +34.4% | -37.3% | +71.6% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling