+237.9%
CMG vs JD
+44.3%
+193.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.5% |
| 3M | +7.8% | -13.0% | +20.8% | +9.8% |
| 6M | +7.7% | -12.7% | +20.4% | +9.3% |
| 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% | -22.1% |
| 5Y | -5.6% | -63.5% | +57.9% | +1.5% |
| 10Y | +342.9% | +30.5% | +312.3% | +289.1% |
| All | +237.9% | +44.3% | +193.6% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling