+28.9%
JD vs CRL
+400.8%
-371.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.7% | -7.2% | -3.9% |
| 7D | +7.9% | +4.4% | +3.5% | +6.1% |
| 30D | +4.8% | +17.1% | -12.3% | -1.3% |
| 3M | -13.9% | +32.1% | -46.0% | -22.3% |
| 6M | -5.8% | +98.9% | -104.7% | -27.0% |
| YTD | +2.4% | +77.1% | -74.7% | -18.7% |
| 1Y | -7.5% | +110.3% | -117.8% | -31.3% |
| 3Y | +20.9% | +108.5% | -87.6% | -17.9% |
| 5Y | -58.0% | -7.9% | -50.2% | -59.9% |
| 10Y | +28.9% | +368.9% | -340.0% | -29.4% |
| All | +28.9% | +400.8% | -371.9% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling