-5.9%
JD vs CP
+31.6%
-37.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -4.1% | +2.1% | -6.3% | -4.4% |
| 30D | +4.6% | +9.3% | -4.7% | +3.3% |
| 3M | -4.7% | +0.5% | -5.2% | -4.6% |
| 6M | -17.4% | +10.4% | -27.8% | -18.9% |
| YTD | +0.7% | +28.7% | -28.0% | -6.6% |
| 1Y | -5.9% | +33.2% | -39.1% | -13.6% |
| All | -5.9% | +31.6% | -37.4% | -13.6% |
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