-5.6%
JD vs CSGP
-56.4%
+50.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.7% | +6.3% | +2.0% |
| 7D | +13.4% | +1.3% | +12.1% | +13.2% |
| 30D | +7.7% | +10.7% | -3.0% | +6.6% |
| 3M | -11.3% | +3.3% | -14.6% | -11.8% |
| 6M | -5.1% | -10.3% | +5.2% | -4.9% |
| YTD | +5.0% | -54.6% | +59.6% | +13.7% |
| 1Y | -5.6% | -54.6% | +49.0% | +2.1% |
| All | -5.6% | -56.4% | +50.7% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling