-9.6%
JD vs CAI
-5.3%
-4.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.9% | -2.5% |
| 7D | +7.9% | -20.3% | +28.3% | +7.8% |
| 30D | +4.8% | -13.9% | +18.7% | +4.6% |
| 3M | -13.9% | +12.4% | -26.4% | -14.4% |
| 6M | -5.8% | +58.3% | -64.1% | -6.3% |
| YTD | +2.4% | -5.2% | +7.6% | +2.2% |
| 1Y | -7.5% | -0.2% | -7.4% | -7.9% |
| All | -9.6% | -5.3% | -4.3% | -10.1% |
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