-58.4%
JD vs CF
+116.3%
-174.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.5% |
| 7D | +5.2% | +4.8% | +0.5% | +4.8% |
| 30D | +4.5% | +9.7% | -5.2% | +3.6% |
| 3M | -15.4% | +1.2% | -16.7% | -15.7% |
| 6M | -6.0% | +7.4% | -13.4% | -7.0% |
| YTD | +2.2% | +60.5% | -58.4% | -4.7% |
| 1Y | -6.7% | +50.7% | -57.4% | -12.3% |
| 3Y | +20.5% | +64.8% | -44.3% | +11.2% |
| 5Y | -58.4% | +115.8% | -174.2% | -62.5% |
| All | -58.4% | +116.3% | -174.7% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling