+16.5%
JD vs CGNX
+193.6%
-177.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.2% |
| 7D | -4.2% | +3.2% | -7.4% | -5.3% |
| 30D | -14.4% | +6.0% | -20.4% | -16.5% |
| 3M | -3.6% | +3.5% | -7.1% | -6.2% |
| 6M | -0.3% | +26.3% | -26.6% | -10.7% |
| YTD | -2.4% | +79.2% | -81.6% | -26.3% |
| 1Y | -18.5% | +43.8% | -62.3% | -33.6% |
| 3Y | -7.0% | +52.0% | -59.0% | -29.8% |
| 5Y | -61.7% | -24.0% | -37.7% | -62.9% |
| All | +16.5% | +193.6% | -177.1% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling