+17.1%
JD vs CRS
+355.6%
-338.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | -4.0% | +7.4% | -11.4% | -4.6% |
| 30D | +2.7% | -21.2% | +23.9% | +4.5% |
| 3M | -13.0% | -43.3% | +30.2% | -8.9% |
| 6M | -12.7% | -29.4% | +16.7% | -11.1% |
| YTD | -0.8% | -4.7% | +3.9% | -2.5% |
| 1Y | -8.9% | -9.6% | +0.7% | -10.0% |
| All | +17.1% | +355.6% | -338.5% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling