+32.2%
JD vs CRS
+882.2%
-850.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.1% |
| 7D | +0.4% | +4.4% | -3.9% | -0.6% |
| 30D | +4.2% | -19.1% | +23.4% | +7.7% |
| 3M | -12.8% | -43.2% | +30.5% | -3.6% |
| 6M | -8.8% | -28.9% | +20.1% | -4.4% |
| YTD | +0.5% | -3.0% | +3.5% | -2.1% |
| 1Y | -8.8% | -5.3% | -3.4% | -10.8% |
| 3Y | +18.6% | +363.5% | -345.0% | -22.4% |
| 5Y | -62.2% | +858.2% | -920.4% | -79.7% |
| 10Y | +32.2% | +862.9% | -830.7% | -28.2% |
| All | +32.2% | +882.2% | -850.0% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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