+332.6%
CMI vs JD
+31.5%
+301.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | +0.5% | -4.1% | +4.6% | +1.1% |
| 30D | -14.0% | +4.6% | -18.6% | -14.7% |
| 3M | -28.1% | -4.7% | -23.4% | -27.8% |
| 6M | -35.8% | -17.4% | -18.5% | -34.3% |
| YTD | -10.5% | +0.7% | -11.2% | -11.2% |
| 1Y | -1.9% | -5.9% | +4.0% | -1.6% |
| 3Y | +121.0% | +18.9% | +102.1% | +108.6% |
| 5Y | +114.6% | -62.9% | +177.5% | +129.9% |
| All | +332.6% | +31.5% | +301.1% | +224.5% |
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