+34.4%
JD vs CPB
-39.4%
+73.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.2% |
| 7D | +5.2% | +2.9% | +2.3% | +5.2% |
| 30D | +4.5% | +17.6% | -13.1% | +4.5% |
| 3M | -15.4% | +2.0% | -17.5% | -15.4% |
| 6M | -6.0% | +11.6% | -17.7% | -6.1% |
| YTD | +2.2% | -13.8% | +15.9% | +2.4% |
| 1Y | -6.7% | -21.6% | +14.9% | -6.4% |
| 3Y | +20.5% | -35.8% | +56.3% | +20.8% |
| 5Y | -58.4% | -33.3% | -25.1% | -58.7% |
| All | +34.4% | -39.4% | +73.8% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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