-11.8%
JD vs CAI
-8.1%
-3.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -0.8% | +0.2% | -0.9% | -0.8% |
| 30D | -16.0% | +9.1% | -25.2% | -16.1% |
| 3M | -3.2% | +53.8% | -57.0% | -3.3% |
| 6M | +6.1% | +33.5% | -27.5% | +6.3% |
| YTD | -0.1% | -8.0% | +7.9% | +0.1% |
| 1Y | -12.7% | -28.7% | +16.0% | -12.2% |
| All | -11.8% | -8.1% | -3.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling