+28.9%
JD vs CSGP
+72.5%
-43.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -3.3% |
| 7D | +7.9% | -1.8% | +9.7% | +8.5% |
| 30D | +4.8% | +5.3% | -0.5% | +1.6% |
| 3M | -13.9% | +3.3% | -17.2% | -16.7% |
| 6M | -5.8% | -4.7% | -1.1% | -7.0% |
| YTD | +2.4% | -53.5% | +55.9% | +32.2% |
| 1Y | -7.5% | -53.7% | +46.2% | +19.3% |
| 3Y | +20.9% | -59.7% | +80.6% | +58.3% |
| 5Y | -58.0% | -62.5% | +4.4% | -45.1% |
| 10Y | +28.9% | +67.3% | -38.4% | -8.3% |
| All | +28.9% | +72.5% | -43.7% | -8.3% |
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