+54.3%
JD vs CG
+188.2%
-133.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | -1.7% | -4.3% | +2.6% | 0.0% |
| 30D | -13.2% | -5.1% | -8.1% | -11.8% |
| 3M | -3.2% | +8.7% | -11.9% | -7.3% |
| 6M | +15.2% | -9.2% | +24.5% | +17.8% |
| YTD | +2.0% | -18.9% | +20.8% | +8.2% |
| 1Y | -5.4% | -25.6% | +20.3% | +3.4% |
| 3Y | -9.1% | +57.3% | -66.4% | -32.8% |
| 5Y | -59.6% | +10.2% | -69.8% | -66.2% |
| 10Y | +26.2% | +364.2% | -338.0% | -46.4% |
| All | +54.3% | +188.2% | -133.9% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling