-61.3%
JD vs CFG
+101.4%
-162.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -1.7% | +1.5% | -3.2% | -2.2% |
| 30D | -13.2% | -3.8% | -9.3% | -12.1% |
| 3M | -3.2% | +11.5% | -14.7% | -7.3% |
| 6M | +15.2% | +19.2% | -4.0% | +7.3% |
| YTD | +2.0% | +23.7% | -21.7% | -6.6% |
| 1Y | -5.4% | +38.8% | -44.2% | -17.3% |
| 3Y | -9.1% | +178.9% | -188.0% | -42.8% |
| All | -61.3% | +101.4% | -162.6% | -71.6% |
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