+21.5%
JD vs CPB
-47.3%
+68.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +1.9% |
| 7D | -1.7% | -8.6% | +6.9% | -1.6% |
| 30D | -13.2% | -7.2% | -5.9% | -13.1% |
| 3M | -3.2% | +0.9% | -4.1% | -3.2% |
| 6M | +15.2% | -11.8% | +27.0% | +15.4% |
| YTD | +2.0% | -19.4% | +21.4% | +2.3% |
| 1Y | -5.4% | -30.4% | +25.0% | -4.9% |
| 3Y | -9.1% | -40.2% | +31.0% | -8.8% |
| 5Y | -59.6% | -39.5% | -20.1% | -59.8% |
| All | +21.5% | -47.3% | +68.8% | +23.2% |
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