+16.4%
JD vs CPAY
+155.3%
-139.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -2.6% | -2.7% | +0.1% | -1.6% |
| 30D | -15.4% | +0.6% | -15.9% | -15.7% |
| 3M | -5.0% | +17.0% | -22.1% | -10.8% |
| 6M | +0.9% | +24.1% | -23.2% | -8.1% |
| YTD | -2.5% | +35.7% | -38.2% | -15.2% |
| 1Y | -16.0% | +34.0% | -50.0% | -26.9% |
| 3Y | -8.5% | +50.3% | -58.8% | -26.5% |
| 5Y | -61.8% | +56.7% | -118.4% | -70.3% |
| All | +16.4% | +155.3% | -139.0% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling