-6.4%
JD vs CRL
+111.4%
-117.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.7% | -7.2% | -2.4% |
| 7D | +7.9% | +4.4% | +3.5% | +8.0% |
| 30D | +4.8% | +17.1% | -12.3% | +4.7% |
| 3M | -13.9% | +32.1% | -46.0% | -14.0% |
| 6M | -5.8% | +98.9% | -104.7% | -6.5% |
| YTD | +2.4% | +77.1% | -74.7% | +1.6% |
| All | -6.4% | +111.4% | -117.8% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling