+56.4%
JD vs CF
+236.9%
-180.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.2% | -2.9% | +2.3% |
| 7D | +11.7% | +0.4% | +11.3% | +11.6% |
| 30D | +8.1% | +2.2% | +5.9% | +7.5% |
| 3M | -12.0% | +2.1% | -14.1% | -12.6% |
| 6M | -3.5% | -6.5% | +3.0% | -3.2% |
| YTD | +3.3% | +55.6% | -52.2% | -6.7% |
| 1Y | -7.4% | +42.3% | -49.7% | -15.1% |
| 3Y | +16.6% | +55.7% | -39.1% | +4.0% |
| 5Y | -57.9% | +122.4% | -180.3% | -66.4% |
| 10Y | +32.6% | +568.5% | -535.9% | -17.1% |
| All | +56.4% | +236.9% | -180.4% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling