+19.8%
JD vs CAG
-35.0%
+54.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.9% |
| 7D | -0.8% | -5.3% | +4.5% | -0.3% |
| 30D | -16.0% | +1.0% | -17.0% | -16.2% |
| 3M | -3.2% | +17.4% | -20.6% | -4.8% |
| 6M | +6.1% | -16.8% | +22.9% | +7.7% |
| YTD | -0.1% | -6.8% | +6.7% | +0.1% |
| 1Y | -12.7% | -15.4% | +2.6% | -11.7% |
| 3Y | -6.3% | -37.1% | +30.8% | -3.0% |
| 5Y | -61.3% | -41.3% | -20.1% | -60.0% |
| All | +19.8% | -35.0% | +54.8% | +18.9% |
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