-1.9%
CMI vs JD
-8.1%
+6.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | +0.5% | -4.1% | +4.6% | +0.8% |
| 30D | -14.0% | +4.6% | -18.6% | -14.6% |
| 3M | -28.1% | -4.7% | -23.4% | -27.6% |
| 6M | -35.8% | -17.4% | -18.5% | -32.9% |
| YTD | -10.5% | +0.7% | -11.2% | -10.5% |
| 1Y | -1.9% | -5.9% | +4.0% | -0.1% |
| All | -1.9% | -8.1% | +6.2% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling