+59.0%
JD vs CAG
-1.3%
+60.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +1.9% |
| 7D | +13.4% | +5.8% | +7.5% | +12.6% |
| 30D | +7.7% | +16.4% | -8.7% | +5.6% |
| 3M | -11.3% | +3.8% | -15.1% | -11.9% |
| 6M | -5.1% | +10.8% | -16.0% | -6.7% |
| YTD | +5.0% | -5.8% | +10.9% | +5.1% |
| 1Y | -5.6% | -2.4% | -3.3% | -6.1% |
| 3Y | +17.8% | -33.4% | +51.2% | +22.4% |
| 5Y | -57.2% | -39.4% | -17.7% | -55.3% |
| 10Y | +34.8% | -37.5% | +72.3% | +34.2% |
| All | +59.0% | -1.3% | +60.3% | +34.4% |
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 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