-17.4%
JD vs CHD
+2.2%
-19.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.3% |
| 7D | -3.0% | -4.2% | +1.2% | -2.5% |
| 30D | -19.3% | -7.6% | -11.8% | -18.6% |
| 3M | -6.0% | -1.6% | -4.4% | -5.8% |
| 6M | +1.8% | -6.3% | +8.1% | +1.5% |
| YTD | -2.6% | +14.6% | -17.2% | -3.0% |
| 1Y | -17.4% | +1.6% | -19.0% | -14.2% |
| All | -17.4% | +2.2% | -19.6% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling