-5.7%
CMG vs JD
-60.9%
+55.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -2.2% |
| 7D | -6.5% | -3.0% | -3.5% | -6.2% |
| 30D | +12.1% | -19.3% | +31.4% | +14.7% |
| 3M | +20.6% | -6.0% | +26.6% | +21.2% |
| 6M | +2.1% | +1.8% | +0.3% | +1.5% |
| YTD | -2.6% | -2.6% | -0.1% | -2.8% |
| 1Y | -8.7% | -17.4% | +8.7% | -7.2% |
| 3Y | -7.4% | -8.6% | +1.2% | -8.8% |
| 5Y | -5.7% | -61.6% | +55.9% | +2.2% |
| All | -5.7% | -60.9% | +55.2% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling