+152.4%
CMI vs JD
-8.1%
+160.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.2% | -0.8% |
| 7D | +0.7% | -3.0% | +3.7% | +1.2% |
| 30D | -12.3% | -19.3% | +7.0% | -9.3% |
| 3M | -16.8% | -6.0% | -10.8% | -16.2% |
| 6M | +1.5% | +1.8% | -0.3% | +0.7% |
| YTD | +9.8% | -2.6% | +12.4% | +9.7% |
| 1Y | +42.6% | -17.4% | +60.0% | +45.9% |
| All | +152.4% | -8.1% | +160.4% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling