+34.4%
JD vs CFG
+216.2%
-181.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -4.1% | +3.2% | -7.3% | -4.9% |
| 30D | +4.6% | +5.1% | -0.5% | +3.2% |
| 3M | -4.7% | -11.2% | +6.5% | -2.0% |
| 6M | -17.4% | +9.6% | -26.9% | -19.8% |
| YTD | +0.7% | +15.0% | -14.3% | -3.9% |
| 1Y | -5.9% | +29.9% | -35.7% | -13.1% |
| 3Y | +18.9% | +192.1% | -173.2% | -13.6% |
| 5Y | -62.9% | +62.3% | -125.2% | -69.2% |
| All | +34.4% | +216.2% | -181.8% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling