+16.4%
JD vs CRS
+1,409.1%
-1,392.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | -2.6% | -4.1% | +1.5% | -1.8% |
| 30D | -15.4% | -16.6% | +1.2% | -12.4% |
| 3M | -5.0% | -14.3% | +9.2% | -2.8% |
| 6M | +0.9% | +11.6% | -10.7% | -2.6% |
| YTD | -2.5% | +42.6% | -45.1% | -10.9% |
| 1Y | -16.0% | +81.8% | -97.8% | -27.6% |
| 3Y | -8.5% | +632.1% | -640.6% | -44.4% |
| 5Y | -61.8% | +1,401.6% | -1,463.4% | -80.8% |
| All | +16.4% | +1,409.1% | -1,392.7% | -40.4% |
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