+59.0%
JD vs CDW
+545.4%
-486.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | +13.4% | +2.1% | +11.3% | +12.0% |
| 30D | +7.7% | +14.7% | -7.1% | +1.8% |
| 3M | -11.3% | +11.1% | -22.4% | -16.0% |
| 6M | -5.1% | +45.6% | -50.7% | -20.5% |
| YTD | +5.0% | +17.1% | -12.1% | -6.5% |
| 1Y | -5.6% | +13.2% | -18.8% | -14.9% |
| 3Y | +17.8% | -22.2% | +40.0% | +20.9% |
| 5Y | -57.2% | -10.1% | -47.1% | -59.7% |
| 10Y | +34.8% | +307.0% | -272.2% | -42.4% |
| All | +59.0% | +545.4% | -486.4% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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