+32.5%
JD vs CHD
+180.1%
-147.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | +5.2% | +2.4% | +2.8% | +4.8% |
| 30D | +4.5% | +13.9% | -9.4% | +2.4% |
| 3M | -15.4% | +8.5% | -23.9% | -16.5% |
| 6M | -6.0% | +20.4% | -26.4% | -8.8% |
| YTD | +2.2% | +34.5% | -32.4% | -2.6% |
| 1Y | -6.7% | +33.8% | -40.4% | -10.9% |
| 3Y | +20.5% | +29.1% | -8.6% | +14.4% |
| 5Y | -58.4% | +31.2% | -89.7% | -61.4% |
| 10Y | +32.5% | +193.1% | -160.7% | -0.4% |
| All | +32.5% | +180.1% | -147.6% | -0.4% |
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