+18.7%
JD vs CFG
+396.4%
-377.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -1.7% | +1.5% | -3.2% | -2.1% |
| 30D | -13.2% | -3.8% | -9.3% | -12.3% |
| 3M | -3.2% | +11.5% | -14.7% | -6.4% |
| 6M | +15.2% | +19.2% | -4.0% | +9.0% |
| YTD | +2.0% | +23.7% | -21.7% | -4.7% |
| 1Y | -5.4% | +38.8% | -44.2% | -14.6% |
| 3Y | -9.1% | +178.9% | -188.0% | -34.3% |
| 5Y | -59.6% | +101.8% | -161.4% | -68.5% |
| 10Y | +26.2% | +317.3% | -291.0% | -28.4% |
| All | +18.7% | +396.4% | -377.7% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling