+20.5%
JD vs CFG
+187.2%
-166.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +5.2% | +0.7% | +4.5% | +5.0% |
| 30D | +4.5% | +2.8% | +1.7% | +3.8% |
| 3M | -15.4% | -10.1% | -5.3% | -13.5% |
| 6M | -6.0% | +3.2% | -9.2% | -7.5% |
| YTD | +2.2% | +14.2% | -12.0% | -2.3% |
| 1Y | -6.7% | +27.4% | -34.1% | -13.5% |
| 3Y | +20.5% | +187.6% | -167.1% | -15.0% |
| All | +20.5% | +187.2% | -166.7% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling