+15.9%
JD vs CMS
+38.3%
-22.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.3% |
| 7D | +11.7% | +1.7% | +10.1% | +11.6% |
| 30D | +8.1% | +8.6% | -0.5% | +7.4% |
| 3M | -12.0% | -0.5% | -11.5% | -11.9% |
| 6M | -3.5% | -4.2% | +0.7% | -3.2% |
| YTD | +3.3% | +3.4% | -0.1% | +2.6% |
| 1Y | -7.4% | +0.4% | -7.9% | -7.7% |
| All | +15.9% | +38.3% | -22.5% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling