+51.4%
JD vs CSGP
+112.4%
-61.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.0% | +1.5% |
| 7D | +9.0% | +18.3% | -9.3% | +2.1% |
| 30D | +5.2% | +17.8% | -12.6% | -2.4% |
| 3M | -15.9% | +9.3% | -25.1% | -20.4% |
| 6M | -7.7% | -7.9% | +0.2% | -7.6% |
| YTD | +0.1% | -51.5% | +51.6% | +28.0% |
| 1Y | -9.7% | -53.3% | +43.6% | +17.1% |
| 3Y | +12.9% | -57.9% | +70.8% | +46.5% |
| 5Y | -60.6% | -61.3% | +0.7% | -48.5% |
| 10Y | +28.4% | +77.5% | -49.2% | -22.1% |
| All | +51.4% | +112.4% | -61.0% | -14.1% |
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 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