-6.7%
JD vs CP
+32.8%
-39.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +5.2% | +2.8% | +2.4% | +4.8% |
| 30D | +4.5% | +11.0% | -6.5% | +3.0% |
| 3M | -15.4% | +3.8% | -19.3% | -15.8% |
| 6M | -6.0% | +9.5% | -15.5% | -7.7% |
| YTD | +2.2% | +28.2% | -26.0% | -5.3% |
| 1Y | -6.7% | +33.0% | -39.6% | -14.7% |
| All | -6.7% | +32.8% | -39.4% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling