+54.3%
JD vs CAH
+405.6%
-351.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.0% |
| 7D | -1.7% | +5.4% | -7.1% | -2.8% |
| 30D | -13.2% | +3.3% | -16.5% | -13.8% |
| 3M | -3.2% | +22.8% | -26.0% | -7.5% |
| 6M | +15.2% | +11.3% | +4.0% | +12.2% |
| YTD | +2.0% | +21.1% | -19.2% | -2.8% |
| 1Y | -5.4% | +67.2% | -72.6% | -16.7% |
| 3Y | -9.1% | +195.6% | -204.7% | -31.8% |
| 5Y | -59.6% | +413.8% | -473.4% | -74.3% |
| 10Y | +26.2% | +309.6% | -283.3% | -20.2% |
| All | +54.3% | +405.6% | -351.3% | -20.6% |
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