-9.5%
JD vs CP
+17.1%
-26.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.7% |
| 7D | -1.7% | -2.7% | +1.0% | -0.6% |
| 30D | -13.2% | +0.2% | -13.3% | -13.4% |
| 3M | -3.2% | +2.6% | -5.8% | -4.7% |
| 6M | +15.2% | +6.0% | +9.3% | +11.3% |
| YTD | +2.0% | +24.9% | -23.0% | -9.5% |
| 1Y | -5.4% | +20.1% | -25.5% | -14.4% |
| All | -9.5% | +17.1% | -26.6% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling