+32.3%
JD vs CAH
+412.5%
-380.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -4.0% | +3.9% | -7.9% | -4.6% |
| 30D | +2.7% | +16.0% | -13.4% | +0.1% |
| 3M | -13.0% | +19.1% | -32.1% | -15.6% |
| 6M | -12.7% | +53.0% | -65.7% | -19.0% |
| YTD | -0.8% | +36.6% | -37.4% | -6.4% |
| 1Y | -8.9% | +37.4% | -46.3% | -14.2% |
| 3Y | +17.0% | +178.8% | -161.8% | -5.4% |
| 5Y | -63.5% | +498.6% | -562.1% | -75.5% |
| All | +32.3% | +412.5% | -380.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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