+17.6%
JD vs CRL
+241.6%
-224.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.2% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -16.0% | +5.0% | -21.0% | -17.5% |
| 3M | -3.2% | +50.6% | -53.8% | -16.3% |
| 6M | +6.1% | +60.9% | -54.9% | -11.8% |
| YTD | -0.1% | +40.7% | -40.9% | -13.6% |
| 1Y | -12.7% | +73.3% | -86.0% | -30.7% |
| 3Y | -6.3% | +40.6% | -46.9% | -25.3% |
| 5Y | -61.3% | -37.0% | -24.4% | -57.4% |
| 10Y | +17.6% | +244.3% | -226.7% | -34.5% |
| All | +17.6% | +241.6% | -224.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CRL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling