+54.3%
JD vs CF
+278.8%
-224.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.4% |
| 7D | -1.7% | +6.0% | -7.7% | -2.7% |
| 30D | -13.2% | +14.8% | -28.0% | -15.3% |
| 3M | -3.2% | +14.1% | -17.2% | -5.6% |
| 6M | +15.2% | +28.5% | -13.3% | +8.6% |
| YTD | +2.0% | +74.9% | -73.0% | -9.4% |
| 1Y | -5.4% | +61.7% | -67.1% | -14.9% |
| 3Y | -9.1% | +80.3% | -89.4% | -20.8% |
| 5Y | -59.6% | +226.0% | -285.6% | -70.2% |
| 10Y | +26.2% | +569.9% | -543.6% | -21.1% |
| All | +54.3% | +278.8% | -224.5% | +20.6% |
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