-62.4%
JD vs CP
+25.5%
-87.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -4.1% | +2.1% | -6.3% | -5.1% |
| 30D | +4.6% | +9.3% | -4.7% | +0.4% |
| 3M | -4.7% | +0.5% | -5.2% | -5.2% |
| 6M | -17.4% | +10.4% | -27.8% | -21.7% |
| YTD | +0.7% | +28.7% | -28.0% | -12.2% |
| 1Y | -5.9% | +33.2% | -39.1% | -19.4% |
| 3Y | +18.9% | +38.4% | -19.6% | -1.6% |
| All | -62.4% | +25.5% | -87.9% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling