+54.3%
JD vs CP
+212.1%
-157.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.7% |
| 7D | -1.7% | -2.7% | +1.0% | -0.5% |
| 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% | +11.2% |
| YTD | +2.0% | +24.9% | -23.0% | -9.3% |
| 1Y | -5.4% | +20.1% | -25.5% | -14.4% |
| 3Y | -9.1% | +16.4% | -25.5% | -17.5% |
| 5Y | -59.6% | +31.7% | -91.3% | -66.0% |
| 10Y | +26.2% | +223.9% | -197.6% | -31.0% |
| All | +54.3% | +212.1% | -157.7% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling