+420.1%
CMI vs JD
+48.3%
+371.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.5% |
| 7D | -0.7% | -1.7% | +0.9% | -0.5% |
| 30D | -13.4% | -13.2% | -0.3% | -11.8% |
| 3M | -17.0% | -3.2% | -13.8% | -16.8% |
| 6M | -1.6% | +15.2% | -16.9% | -4.0% |
| YTD | +11.0% | +2.0% | +9.0% | +10.2% |
| 1Y | +41.9% | -5.4% | +47.3% | +42.1% |
| 3Y | +151.8% | -9.1% | +160.9% | +147.2% |
| 5Y | +163.6% | -59.6% | +223.2% | +176.5% |
| 10Y | +472.9% | +26.2% | +446.7% | +362.6% |
| All | +420.1% | +48.3% | +371.8% | +300.7% |
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