-6.7%
JD vs CAG
-5.9%
-0.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | +5.2% | +6.6% | -1.4% | +5.1% |
| 30D | +4.5% | +13.9% | -9.4% | +4.4% |
| 3M | -15.4% | +4.0% | -19.5% | -15.4% |
| 6M | -6.0% | +10.0% | -16.0% | -6.2% |
| YTD | +2.2% | -6.1% | +8.3% | -0.3% |
| 1Y | -6.7% | -4.3% | -2.3% | -9.4% |
| All | -6.7% | -5.9% | -0.7% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling