-3.5%
JD vs CAPR
-74.5%
+71.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.6% | +6.9% | +3.2% |
| 7D | +11.7% | +29.7% | -18.0% | +12.2% |
| 30D | +8.1% | +11.0% | -2.9% | +8.1% |
| 3M | -12.0% | +118.8% | -130.8% | -9.2% |
| 6M | -3.5% | -73.9% | +70.4% | -8.7% |
| All | -3.5% | -74.5% | +71.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 6mo: compounded portfolio wealth divided by compounded CAPR 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…
6mo analysis · Full analysis span regression · 6 months rolling