-61.6%
JD vs CSGP
-63.2%
+1.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.6% |
| 7D | +5.2% | -3.2% | +8.4% | +6.0% |
| 30D | +4.5% | +2.2% | +2.3% | +2.8% |
| 3M | -15.4% | -3.7% | -11.8% | -15.9% |
| 6M | -6.0% | -7.4% | +1.4% | -6.0% |
| YTD | +2.2% | -54.9% | +57.1% | +29.8% |
| 1Y | -6.7% | -54.9% | +48.2% | +18.3% |
| 3Y | +20.5% | -61.9% | +82.5% | +56.3% |
| All | -61.6% | -63.2% | +1.5% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling