+324.6%
CMG vs JD
+29.5%
+295.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.8% |
| 7D | -0.6% | -4.0% | +3.4% | -0.1% |
| 30D | +15.9% | +2.7% | +13.2% | +15.4% |
| 3M | +7.8% | -13.0% | +20.8% | +9.9% |
| 6M | +7.7% | -12.7% | +20.4% | +9.4% |
| YTD | -4.9% | -0.8% | -4.1% | -5.4% |
| 1Y | +12.3% | -8.9% | +21.2% | +13.1% |
| 3Y | -17.1% | +17.0% | -34.1% | -22.6% |
| 5Y | -5.6% | -63.5% | +57.9% | +3.0% |
| All | +324.6% | +29.5% | +295.1% | +323.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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