+32.5%
JD vs CP
+255.2%
-222.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +5.2% | +2.8% | +2.4% | +3.7% |
| 30D | +4.5% | +11.0% | -6.5% | -0.9% |
| 3M | -15.4% | +3.8% | -19.3% | -17.4% |
| 6M | -6.0% | +9.5% | -15.5% | -11.0% |
| YTD | +2.2% | +28.2% | -26.0% | -11.4% |
| 1Y | -6.7% | +33.0% | -39.6% | -20.7% |
| 3Y | +20.5% | +35.5% | -15.0% | -0.1% |
| 5Y | -58.4% | +25.8% | -84.2% | -64.8% |
| 10Y | +32.5% | +250.7% | -218.3% | -38.1% |
| All | +32.5% | +255.2% | -222.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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