+52.1%
JD vs CAH
+468.9%
-416.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | +0.4% | +5.9% | -5.5% | -0.8% |
| 30D | +4.2% | +16.5% | -12.3% | +0.9% |
| 3M | -12.8% | +15.7% | -28.5% | -15.5% |
| 6M | -8.8% | +52.7% | -61.5% | -16.9% |
| YTD | +0.5% | +36.3% | -35.8% | -6.6% |
| 1Y | -8.8% | +36.7% | -45.5% | -15.3% |
| 3Y | +18.6% | +178.2% | -159.6% | -8.9% |
| 5Y | -62.2% | +515.8% | -578.0% | -77.0% |
| 10Y | +32.2% | +411.8% | -379.6% | -22.9% |
| All | +52.1% | +468.9% | -416.8% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling