-62.4%
JD vs CRS
+800.5%
-862.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.9% |
| 7D | -4.1% | +4.8% | -8.9% | -5.0% |
| 30D | +4.6% | -23.2% | +27.8% | +8.4% |
| 3M | -4.7% | -45.5% | +40.8% | +4.4% |
| 6M | -17.4% | -33.1% | +15.8% | -13.3% |
| YTD | +0.7% | -7.2% | +7.9% | -1.4% |
| 1Y | -5.9% | -10.0% | +4.1% | -7.4% |
| 3Y | +18.9% | +332.3% | -313.4% | -22.8% |
| All | -62.4% | +800.5% | -862.9% | -79.3% |
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 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