+375.7%
CRM vs JD
+45.3%
+330.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.5% |
| 7D | -3.5% | -0.8% | -2.7% | -3.3% |
| 30D | +29.3% | -16.0% | +45.3% | +34.0% |
| 3M | +36.8% | -3.2% | +40.0% | +37.5% |
| 6M | +23.9% | +6.1% | +17.8% | +21.2% |
| YTD | -5.5% | -0.1% | -5.4% | -6.4% |
| 1Y | -0.4% | -12.7% | +12.3% | +1.3% |
| 3Y | +12.8% | -6.3% | +19.1% | +6.4% |
| 5Y | -3.5% | -61.3% | +57.8% | +5.9% |
| 10Y | +238.4% | +17.6% | +220.8% | +152.8% |
| All | +375.7% | +45.3% | +330.5% | +239.6% |
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 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