-8.8%
JD vs CG
-19.9%
+11.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | +0.4% | -3.8% | +4.2% | +0.8% |
| 30D | +4.2% | +7.5% | -3.3% | +3.3% |
| 3M | -12.8% | -14.4% | +1.6% | -11.5% |
| 6M | -8.8% | -15.7% | +6.9% | -7.4% |
| YTD | +0.5% | -29.0% | +29.5% | +5.1% |
| 1Y | -8.8% | -22.1% | +13.3% | -5.9% |
| All | -8.8% | -19.9% | +11.1% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling