+54.3%
JD vs CAG
-0.9%
+55.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | -1.7% | -3.8% | +2.1% | -1.2% |
| 30D | -13.2% | +3.1% | -16.3% | -13.5% |
| 3M | -3.2% | +23.5% | -26.7% | -6.0% |
| 6M | +15.2% | -14.8% | +30.1% | +17.3% |
| YTD | +2.0% | -5.4% | +7.4% | +2.1% |
| 1Y | -5.4% | -11.8% | +6.4% | -4.4% |
| 3Y | -9.1% | -36.7% | +27.5% | -4.7% |
| 5Y | -59.6% | -40.3% | -19.3% | -57.7% |
| 10Y | +26.2% | -37.0% | +63.2% | +25.6% |
| All | +54.3% | -0.9% | +55.2% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling