+32.3%
JD vs CMS
+136.3%
-103.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -4.0% | -1.3% | -2.7% | -3.9% |
| 30D | +2.7% | +5.3% | -2.6% | +2.1% |
| 3M | -13.0% | -0.3% | -12.7% | -13.0% |
| 6M | -12.7% | -4.0% | -8.7% | -12.5% |
| YTD | -0.8% | +2.1% | -2.9% | -1.2% |
| 1Y | -8.9% | -4.7% | -4.2% | -8.6% |
| 3Y | +17.0% | +36.8% | -19.8% | +12.3% |
| 5Y | -63.5% | +34.9% | -98.3% | -65.3% |
| All | +32.3% | +136.3% | -103.9% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling