+30.5%
JD vs CMS
+125.4%
-94.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.8% | +1.8% |
| 7D | +13.4% | -1.3% | +14.7% | +13.5% |
| 30D | +7.7% | +6.3% | +1.4% | +7.0% |
| 3M | -11.3% | -2.1% | -9.2% | -11.1% |
| 6M | -5.1% | -5.1% | -0.1% | -4.8% |
| YTD | +5.0% | +1.3% | +3.8% | +4.7% |
| 1Y | -5.6% | -1.4% | -4.2% | -5.7% |
| 3Y | +17.8% | +36.9% | -19.2% | +12.8% |
| 5Y | -57.2% | +32.5% | -89.7% | -59.3% |
| All | +30.5% | +125.4% | -94.9% | +18.5% |
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