+17.8%
JD vs CG
+47.3%
-29.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +13.4% | -1.2% | +14.6% | +13.5% |
| 30D | +7.7% | +5.0% | +2.7% | +6.5% |
| 3M | -11.3% | -18.2% | +6.9% | -8.2% |
| 6M | -5.1% | -20.7% | +15.6% | -1.5% |
| YTD | +5.0% | -31.4% | +36.5% | +12.1% |
| 1Y | -5.6% | -22.3% | +16.6% | -2.3% |
| 3Y | +17.8% | +50.2% | -32.4% | -1.5% |
| All | +17.8% | +47.3% | -29.5% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling