-62.4%
JD vs CMS
+36.3%
-98.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.1% | +1.5% |
| 7D | -4.1% | +1.7% | -5.9% | -4.2% |
| 30D | +4.6% | +6.2% | -1.6% | +4.3% |
| 3M | -4.7% | +0.6% | -5.4% | -4.8% |
| 6M | -17.4% | -1.8% | -15.6% | -17.3% |
| YTD | +0.7% | +3.8% | -3.1% | +0.4% |
| 1Y | -5.9% | -1.8% | -4.1% | -5.8% |
| 3Y | +18.9% | +39.8% | -21.0% | +15.6% |
| All | -62.4% | +36.3% | -98.7% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling