+166.6%
CMI vs JD
-62.5%
+229.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.2% | -0.9% |
| 7D | +0.7% | -3.0% | +3.7% | +1.1% |
| 30D | -12.3% | -19.3% | +7.0% | -10.0% |
| 3M | -16.8% | -6.0% | -10.8% | -16.3% |
| 6M | +1.5% | +1.8% | -0.3% | +1.0% |
| YTD | +9.8% | -2.6% | +12.4% | +9.7% |
| 1Y | +42.6% | -17.4% | +60.0% | +45.2% |
| 3Y | +151.0% | -8.6% | +159.6% | +147.8% |
| All | +166.6% | -62.5% | +229.2% | +173.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling