+17.8%
JD vs CF
+57.7%
-40.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +13.4% | -3.2% | +16.5% | +13.8% |
| 30D | +7.7% | +4.3% | +3.4% | +6.9% |
| 3M | -11.3% | +2.8% | -14.1% | -12.1% |
| 6M | -5.1% | +0.6% | -5.8% | -6.0% |
| YTD | +5.0% | +56.6% | -51.6% | -9.7% |
| 1Y | -5.6% | +49.6% | -55.3% | -18.0% |
| 3Y | +17.8% | +61.5% | -43.7% | -7.2% |
| All | +17.8% | +57.7% | -40.0% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling