+54.3%
JD vs CSGP
+101.5%
-47.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.8% |
| 7D | -1.7% | -4.1% | +2.4% | -0.1% |
| 30D | -13.2% | +2.3% | -15.5% | -14.5% |
| 3M | -3.2% | -8.2% | +5.0% | -1.3% |
| 6M | +15.2% | -35.1% | +50.3% | +34.1% |
| YTD | +2.0% | -54.0% | +56.0% | +35.0% |
| 1Y | -5.4% | -65.3% | +59.9% | +40.6% |
| 3Y | -9.1% | -62.6% | +53.5% | +25.7% |
| 5Y | -59.6% | -64.8% | +5.2% | -44.6% |
| 10Y | +26.2% | +45.1% | -18.8% | -15.3% |
| All | +54.3% | +101.5% | -47.2% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling