-6.3%
JD vs CAH
+184.7%
-191.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.7% | -2.1% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | -16.0% | +1.7% | -17.8% | -16.0% |
| 3M | -3.2% | +17.9% | -21.0% | -2.7% |
| 6M | +6.1% | +10.9% | -4.9% | +6.5% |
| YTD | -0.1% | +17.9% | -18.0% | +0.7% |
| 1Y | -12.7% | +61.7% | -74.4% | -11.1% |
| 3Y | -6.3% | +183.7% | -190.0% | -7.5% |
| All | -6.3% | +184.7% | -191.0% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling