+56.4%
JD vs CP
+220.1%
-163.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.6% |
| 7D | +11.7% | +6.1% | +5.6% | +8.7% |
| 30D | +8.1% | +9.8% | -1.7% | +3.4% |
| 3M | -12.0% | +2.7% | -14.7% | -13.4% |
| 6M | -3.5% | +12.8% | -16.3% | -9.4% |
| YTD | +3.3% | +28.2% | -24.8% | -9.3% |
| 1Y | -7.4% | +34.1% | -41.6% | -20.6% |
| 3Y | +16.6% | +28.9% | -12.3% | +0.7% |
| 5Y | -57.9% | +27.1% | -84.9% | -63.9% |
| 10Y | +32.6% | +264.8% | -232.2% | -30.8% |
| All | +56.4% | +220.1% | -163.7% | -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