+54.3%
JD vs CMS
+243.1%
-188.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -1.7% | +0.4% | -2.0% | -1.7% |
| 30D | -13.2% | -3.6% | -9.6% | -12.9% |
| 3M | -3.2% | -1.9% | -1.3% | -3.1% |
| 6M | +15.2% | -11.0% | +26.2% | +16.5% |
| YTD | +2.0% | +0.2% | +1.8% | +1.8% |
| 1Y | -5.4% | -1.3% | -4.1% | -5.5% |
| 3Y | -9.1% | +35.9% | -45.0% | -12.7% |
| 5Y | -59.6% | +23.1% | -82.7% | -61.1% |
| 10Y | +26.2% | +117.9% | -91.7% | +14.0% |
| All | +54.3% | +243.1% | -188.7% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling