+28.4%
JD vs CSGP
+71.3%
-42.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.9% |
| 7D | +11.7% | +13.9% | -2.2% | +6.5% |
| 30D | +8.1% | +16.0% | -7.9% | +1.1% |
| 3M | -12.0% | +6.1% | -18.1% | -15.6% |
| 6M | -3.5% | -8.2% | +4.7% | -3.3% |
| YTD | +3.3% | -52.3% | +55.7% | +32.3% |
| 1Y | -7.4% | -54.5% | +47.1% | +20.6% |
| 3Y | +16.6% | -58.6% | +75.2% | +51.2% |
| 5Y | -57.9% | -61.5% | +3.6% | -45.4% |
| All | +28.4% | +71.3% | -42.9% | -8.8% |
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