-61.3%
JD vs CRS
+1,394.1%
-1,455.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.5% | -1.5% |
| 7D | -0.8% | -3.1% | +2.3% | -0.3% |
| 30D | -16.0% | -19.6% | +3.6% | -13.0% |
| 3M | -3.2% | -8.1% | +4.9% | -2.5% |
| 6M | +6.1% | +18.6% | -12.5% | +1.5% |
| YTD | -0.1% | +45.9% | -46.0% | -8.5% |
| 1Y | -12.7% | +82.5% | -95.2% | -24.2% |
| 3Y | -6.3% | +648.9% | -655.2% | -44.6% |
| 5Y | -61.3% | +1,438.1% | -1,499.5% | -80.6% |
| All | -61.3% | +1,394.1% | -1,455.5% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling