+255.1%
CMG vs JD
+48.3%
+206.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.9% |
| 7D | -2.8% | -1.7% | -1.1% | -2.6% |
| 30D | +7.1% | -13.2% | +20.3% | +9.1% |
| 3M | +31.2% | -3.2% | +34.3% | +31.5% |
| 6M | +0.7% | +15.2% | -14.5% | -1.8% |
| YTD | -0.1% | +2.0% | -2.1% | -0.9% |
| 1Y | -10.7% | -5.4% | -5.4% | -10.7% |
| 3Y | -4.7% | -9.1% | +4.4% | -7.0% |
| 5Y | -3.8% | -59.6% | +55.9% | +1.6% |
| 10Y | +352.5% | +26.2% | +326.2% | +298.3% |
| All | +255.1% | +48.3% | +206.8% | +207.3% |
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