-12.7%
JD vs CG
-26.2%
+13.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.8% |
| 7D | -0.8% | -1.3% | +0.5% | -0.6% |
| 30D | -16.0% | -3.2% | -12.9% | -15.8% |
| 3M | -3.2% | +6.2% | -9.4% | -4.8% |
| 6M | +6.1% | -4.7% | +10.7% | +6.2% |
| YTD | -0.1% | -20.6% | +20.5% | +3.7% |
| 1Y | -12.7% | -26.4% | +13.6% | -10.8% |
| All | -12.7% | -26.2% | +13.5% | -10.8% |
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