-9.7%
JD vs CF
+35.9%
-45.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.4% | +7.4% | +2.9% |
| 7D | +9.0% | -6.9% | +15.8% | +8.7% |
| 30D | +5.2% | -3.7% | +8.9% | +5.0% |
| 3M | -15.9% | -5.0% | -10.9% | -16.2% |
| 6M | -7.7% | -10.5% | +2.8% | -8.8% |
| YTD | +0.1% | +46.5% | -46.5% | -2.5% |
| 1Y | -9.7% | +34.8% | -44.6% | -12.4% |
| All | -9.7% | +35.9% | -45.6% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling