+20.1%
JD vs CRL
+251.0%
-230.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +2.4% |
| 7D | -1.7% | -1.0% | -0.6% | -1.4% |
| 30D | -13.2% | +10.7% | -23.8% | -16.1% |
| 3M | -3.2% | +55.3% | -58.5% | -17.1% |
| 6M | +15.2% | +60.7% | -45.4% | -4.1% |
| YTD | +2.0% | +44.6% | -42.6% | -12.6% |
| 1Y | -5.4% | +77.7% | -83.1% | -25.4% |
| 3Y | -9.1% | +37.6% | -46.7% | -26.5% |
| 5Y | -59.6% | -35.8% | -23.8% | -55.7% |
| All | +20.1% | +251.0% | -230.9% | -33.7% |
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