+32.2%
JD vs CP
+251.7%
-219.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | +4.2% | +9.6% | -5.4% | -0.5% |
| 3M | -12.8% | +2.2% | -15.0% | -14.0% |
| 6M | -8.8% | +11.1% | -19.9% | -14.2% |
| YTD | +0.5% | +28.2% | -27.7% | -12.8% |
| 1Y | -8.8% | +32.2% | -40.9% | -22.2% |
| 3Y | +18.6% | +35.5% | -16.9% | -1.7% |
| 5Y | -62.2% | +26.8% | -89.0% | -68.1% |
| 10Y | +32.2% | +256.9% | -224.7% | -39.2% |
| All | +32.2% | +251.7% | -219.5% | -39.2% |
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