+16.9%
JD vs CHD
+123.8%
-107.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | -3.0% | -4.2% | +1.2% | -2.4% |
| 30D | -19.3% | -7.6% | -11.8% | -18.4% |
| 3M | -6.0% | -1.6% | -4.4% | -5.9% |
| 6M | +1.8% | -6.3% | +8.1% | +2.6% |
| YTD | -2.6% | +14.6% | -17.2% | -4.8% |
| 1Y | -17.4% | +1.6% | -19.0% | -17.9% |
| 3Y | -8.6% | +3.1% | -11.8% | -10.1% |
| 5Y | -61.6% | +21.1% | -82.7% | -64.2% |
| 10Y | +16.9% | +128.6% | -111.7% | -7.9% |
| All | +16.9% | +123.8% | -107.0% | -7.9% |
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