-0.8%
CRM vs JD
-61.2%
+60.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | -4.2% | -0.2% | -3.8% |
| 30D | +28.1% | -14.4% | +42.5% | +30.8% |
| 3M | +48.8% | -3.6% | +52.4% | +49.4% |
| 6M | +28.3% | -0.3% | +28.6% | +27.6% |
| YTD | -6.0% | -2.4% | -3.7% | -6.3% |
| 1Y | +1.4% | -18.5% | +20.0% | +3.7% |
| 3Y | +11.8% | -7.0% | +18.9% | +8.0% |
| All | -0.8% | -61.2% | +60.3% | +7.7% |
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 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