+20.3%
JD vs CFG
+351.2%
-330.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.4% | +4.1% |
| 7D | +11.7% | -2.2% | +13.9% | +12.4% |
| 30D | +8.1% | +0.4% | +7.7% | +7.9% |
| 3M | -12.0% | -12.6% | +0.6% | -8.9% |
| 6M | -3.5% | +0.6% | -4.1% | -4.3% |
| YTD | +3.3% | +12.4% | -9.1% | -1.0% |
| 1Y | -7.4% | +27.7% | -35.1% | -14.5% |
| 3Y | +16.6% | +172.4% | -155.8% | -15.2% |
| 5Y | -57.9% | +64.0% | -121.8% | -65.3% |
| 10Y | +32.6% | +252.8% | -220.2% | -20.3% |
| All | +20.3% | +351.2% | -330.9% | -30.2% |
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