+20.9%
JD vs CMS
+37.9%
-17.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | +7.9% | -0.9% | +8.8% | +8.0% |
| 30D | +4.8% | +7.1% | -2.3% | +4.3% |
| 3M | -13.9% | -1.3% | -12.6% | -13.8% |
| 6M | -5.8% | -2.7% | -3.2% | -5.8% |
| YTD | +2.4% | +2.6% | -0.2% | +1.8% |
| 1Y | -7.5% | -2.0% | -5.5% | -7.5% |
| 3Y | +20.9% | +39.6% | -18.7% | +4.9% |
| All | +20.9% | +37.9% | -17.1% | +4.9% |
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