+17.1%
JD vs CG
+44.9%
-27.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.5% |
| 7D | -4.0% | -1.5% | -2.5% | -3.8% |
| 30D | +2.7% | +5.7% | -3.0% | +1.3% |
| 3M | -13.0% | -17.9% | +4.8% | -10.1% |
| 6M | -12.7% | -20.2% | +7.5% | -9.5% |
| YTD | -0.8% | -32.0% | +31.2% | +5.9% |
| 1Y | -8.9% | -27.0% | +18.1% | -4.3% |
| All | +17.1% | +44.9% | -27.8% | -2.3% |
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