+17.8%
JD vs CRL
+86.4%
-68.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.8% | -6.2% | +0.9% |
| 7D | +13.4% | -6.1% | +19.4% | +13.9% |
| 30D | +7.7% | +12.4% | -4.7% | +6.0% |
| 3M | -11.3% | +27.1% | -38.4% | -14.0% |
| 6M | -5.1% | +85.7% | -90.9% | -12.8% |
| YTD | +5.0% | +69.2% | -64.2% | -2.6% |
| 1Y | -5.6% | +97.5% | -103.2% | -14.8% |
| 3Y | +17.8% | +86.1% | -68.3% | -7.4% |
| All | +17.8% | +86.4% | -68.6% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling