+54.3%
JD vs CRS
+825.0%
-770.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | -1.7% | -0.2% | -1.4% | -1.6% |
| 30D | -13.2% | -16.6% | +3.5% | -10.1% |
| 3M | -3.2% | -3.5% | +0.3% | -3.3% |
| 6M | +15.2% | +15.4% | -0.2% | +10.4% |
| YTD | +2.0% | +51.2% | -49.2% | -8.1% |
| 1Y | -5.4% | +98.3% | -103.7% | -20.2% |
| 3Y | -9.1% | +651.5% | -660.7% | -45.5% |
| 5Y | -59.6% | +1,411.1% | -1,470.7% | -80.0% |
| 10Y | +26.2% | +1,424.3% | -1,398.1% | -42.8% |
| All | +54.3% | +825.0% | -770.7% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling