-57.1%
JD vs CPB
-31.3%
-25.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.6% |
| 7D | +13.4% | +8.0% | +5.4% | +13.9% |
| 30D | +7.7% | +22.4% | -14.7% | +9.4% |
| 3M | -11.3% | +2.5% | -13.8% | -11.1% |
| 6M | -5.1% | +12.2% | -17.4% | -4.1% |
| YTD | +5.0% | -12.8% | +17.9% | +4.3% |
| 1Y | -5.6% | -19.2% | +13.5% | -6.9% |
| 3Y | +17.8% | -35.6% | +53.3% | +14.0% |
| All | -57.1% | -31.3% | -25.8% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling