+32.3%
JD vs CG
+274.5%
-242.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | +0.3% |
| 7D | -4.0% | -1.5% | -2.5% | -3.7% |
| 30D | +2.7% | +5.7% | -3.0% | -0.1% |
| 3M | -13.0% | -17.9% | +4.8% | -7.3% |
| 6M | -12.7% | -20.2% | +7.5% | -6.6% |
| YTD | -0.8% | -32.0% | +31.2% | +11.8% |
| 1Y | -8.9% | -27.0% | +18.1% | -0.5% |
| 3Y | +17.0% | +42.8% | -25.7% | -11.6% |
| 5Y | -63.5% | -23.4% | -40.1% | -64.9% |
| All | +32.3% | +274.5% | -242.2% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling