-62.4%
JD vs CRL
-12.1%
-50.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.7% |
| 7D | -4.1% | +0.1% | -4.3% | -4.2% |
| 30D | +4.6% | +11.9% | -7.3% | +1.1% |
| 3M | -4.7% | +20.2% | -24.9% | -9.8% |
| 6M | -17.4% | +107.5% | -124.9% | -32.9% |
| YTD | +0.7% | +69.4% | -68.7% | -14.6% |
| 1Y | -5.9% | +99.7% | -105.6% | -24.2% |
| 3Y | +18.9% | +98.8% | -79.9% | -12.0% |
| All | -62.4% | -12.1% | -50.3% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling