-58.4%
JD vs CP
+25.5%
-83.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +5.2% | +2.8% | +2.4% | +3.8% |
| 30D | +4.5% | +11.0% | -6.5% | -0.4% |
| 3M | -15.4% | +3.8% | -19.3% | -17.2% |
| 6M | -6.0% | +9.5% | -15.5% | -10.6% |
| YTD | +2.2% | +28.2% | -26.0% | -10.7% |
| 1Y | -6.7% | +33.0% | -39.6% | -20.0% |
| 3Y | +20.5% | +35.5% | -15.0% | +0.9% |
| 5Y | -58.4% | +25.8% | -84.2% | -63.8% |
| All | -58.4% | +25.5% | -83.9% | -63.8% |
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 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