+34.4%
JD vs CHD
+196.1%
-161.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.3% |
| 7D | -4.1% | +3.6% | -7.8% | -4.6% |
| 30D | +4.6% | +10.4% | -5.8% | +3.0% |
| 3M | -4.7% | +12.2% | -16.9% | -6.5% |
| 6M | -17.4% | +19.9% | -37.3% | -19.7% |
| YTD | +0.7% | +36.4% | -35.7% | -4.2% |
| 1Y | -5.9% | +35.1% | -41.0% | -10.4% |
| 3Y | +18.9% | +29.2% | -10.3% | +12.9% |
| 5Y | -62.9% | +33.4% | -96.3% | -65.7% |
| All | +34.4% | +196.1% | -161.7% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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