+21.5%
JD vs CSGP
+45.2%
-23.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.8% |
| 7D | -1.7% | -4.1% | +2.4% | -0.2% |
| 30D | -13.2% | +2.3% | -15.5% | -14.5% |
| 3M | -3.2% | -8.2% | +5.0% | -1.4% |
| 6M | +15.2% | -35.1% | +50.3% | +33.5% |
| YTD | +2.0% | -54.0% | +56.0% | +33.9% |
| 1Y | -5.4% | -65.3% | +59.9% | +39.2% |
| 3Y | -9.1% | -62.6% | +53.5% | +24.6% |
| 5Y | -59.6% | -64.8% | +5.2% | -45.2% |
| All | +21.5% | +45.2% | -23.7% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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