-57.1%
JD vs CFG
+61.2%
-118.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.0% |
| 7D | +13.4% | -0.9% | +14.2% | +13.6% |
| 30D | +7.7% | +1.1% | +6.6% | +7.2% |
| 3M | -11.3% | -12.0% | +0.7% | -7.6% |
| 6M | -5.1% | -2.2% | -2.9% | -5.3% |
| YTD | +5.0% | +11.4% | -6.4% | -0.5% |
| 1Y | -5.6% | +27.8% | -33.5% | -15.3% |
| 3Y | +17.8% | +173.3% | -155.5% | -26.1% |
| All | -57.1% | +61.2% | -118.3% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling