+30.5%
JD vs CP
+253.8%
-223.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.5% |
| 7D | +13.4% | +2.8% | +10.6% | +11.8% |
| 30D | +7.7% | +10.2% | -2.5% | +2.5% |
| 3M | -11.3% | +2.4% | -13.6% | -12.7% |
| 6M | -5.1% | +7.7% | -12.8% | -9.3% |
| YTD | +5.0% | +26.0% | -20.9% | -8.1% |
| 1Y | -5.6% | +34.6% | -40.3% | -20.3% |
| 3Y | +17.8% | +26.7% | -8.9% | +1.2% |
| 5Y | -57.2% | +24.9% | -82.1% | -63.6% |
| All | +30.5% | +253.8% | -223.3% | -37.8% |
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